Algorithmic Trading Model for Simple Moving Average Crossover Grid Search¶
Task 1. Prepare Environment¶
In [1]:
!pip install python-dotenv PyMySQL
Requirement already satisfied: python-dotenv in /usr/local/lib/python3.6/dist-packages (0.13.0) Requirement already satisfied: PyMySQL in /usr/local/lib/python3.6/dist-packages (0.9.3)
In [2]:
# Retrieve CPU information from the system
ncpu = !nproc
print("The number of available CPUs is:", ncpu[0])
The number of available CPUs is: 2
In [3]:
import os
import sys
import smtplib
import numpy as np
import pandas as pd
import requests
import json
from email.message import EmailMessage
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
from dotenv import load_dotenv
In [4]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = True
if useColab:
# Mount Google Drive locally for storing files
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)
Drive already mounted at /content/gdrive; to attempt to forcibly remount, call drive.mount("/content/gdrive", force_remount=True).
In [5]:
stock_symbol = 'BKNG'
initial_capital = 0
# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages
model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-06-30 21:23:16.265782
Task 2. Acquire and Pre-Process Data¶
In [6]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [7]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [8]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
427 data points retrieved from the API call.
In [9]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30 Data columns (total 10 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 ticker 427 non-null object 1 date 427 non-null object 2 open 427 non-null float64 3 high 427 non-null float64 4 low 427 non-null float64 5 close 427 non-null float64 6 volume 427 non-null float64 7 dividend 427 non-null float64 8 closeunadj 427 non-null float64 9 lastupdated 427 non-null object dtypes: float64(7), object(3) memory usage: 36.7+ KB
In [10]:
stock_quandl.head()
Out[10]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2018-10-18 | BKNG | 2018-10-18 | 1853.11 | 1859.00 | 1808.09 | 1811.71 | 351828.0 | 0.0 | 1811.71 | 2020-05-01 |
| 2018-10-19 | BKNG | 2018-10-19 | 1817.29 | 1836.02 | 1796.00 | 1805.74 | 262100.0 | 0.0 | 1805.74 | 2020-05-01 |
| 2018-10-22 | BKNG | 2018-10-22 | 1810.88 | 1851.12 | 1807.37 | 1827.29 | 269238.0 | 0.0 | 1827.29 | 2020-05-01 |
| 2018-10-23 | BKNG | 2018-10-23 | 1787.04 | 1841.52 | 1785.67 | 1830.00 | 402802.0 | 0.0 | 1830.00 | 2018-10-23 |
| 2018-10-24 | BKNG | 2018-10-24 | 1828.21 | 1847.21 | 1745.63 | 1753.58 | 533508.0 | 0.0 | 1753.58 | 2020-05-01 |
In [11]:
stock_quandl.tail()
Out[11]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2020-06-24 | BKNG | 2020-06-24 | 1660.71 | 1669.77 | 1582.00 | 1610.33 | 592115.0 | 0.0 | 1610.33 | 2020-06-24 |
| 2020-06-25 | BKNG | 2020-06-25 | 1585.81 | 1623.97 | 1561.72 | 1615.39 | 498591.0 | 0.0 | 1615.39 | 2020-06-25 |
| 2020-06-26 | BKNG | 2020-06-26 | 1597.30 | 1611.71 | 1532.83 | 1541.25 | 601775.0 | 0.0 | 1541.25 | 2020-06-26 |
| 2020-06-29 | BKNG | 2020-06-29 | 1567.77 | 1595.30 | 1540.48 | 1593.22 | 358850.0 | 0.0 | 1593.22 | 2020-06-29 |
| 2020-06-30 | BKNG | 2020-06-30 | 1583.90 | 1603.24 | 1566.42 | 1592.34 | 285504.0 | 0.0 | 1592.34 | 2020-06-30 |
In [12]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()
Task 3. Develop Strategy and Train Model¶
3.a) Set up the Dataframe for the Trading Model¶
In [13]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30 Data columns (total 2 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 open_price 427 non-null float64 1 close_price 427 non-null float64 dtypes: float64(2) memory usage: 10.0 KB
3.b) Set up the Analysis Table with Indicators¶
In [14]:
def trading_ma_crossover(model):
waitfor_first_entry = True
for x in range(len(model)):
if model['ma_change'].iloc[x] > 0:
model['trade_signal'].iloc[x] = 1 # trade_signal = 1 means we should take a long position
else:
model['trade_signal'].iloc[x] = 0 # trade_signal = 0 means we should take a flat position
if x != 0:
model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
waitfor_first_entry = False
elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [15]:
model_collection = {}
serial_number = 1
for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
if (slow_ma - fast_ma) < min_ma_gap: break
print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
model_name = 'SMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
serial_number = serial_number + 1
trading_model = model_template.copy()
trading_model['fast_ma'] = trading_model['close_price'].rolling(fast_ma).mean()
trading_model['slow_ma'] = trading_model['close_price'].rolling(slow_ma).mean()
trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
trading_model['trade_signal'] = np.zeros(len(trading_model))
trading_model['signal_change'] = np.zeros(len(trading_model))
trading_model['entry_exit'] = np.zeros(len(trading_model))
trading_model = trading_model[model_start_date:model_end_date]
trading_ma_crossover(trading_model)
model_collection[model_name] = trading_model.copy()
print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5 Model SMA_001_SlowMA_10_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 5 Model SMA_002_SlowMA_15_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 10 Model SMA_003_SlowMA_15_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 5 Model SMA_004_SlowMA_20_FastMA_05 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 10 Model SMA_005_SlowMA_20_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 15 Model SMA_006_SlowMA_20_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 5 Model SMA_007_SlowMA_25_FastMA_05 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 10 Model SMA_008_SlowMA_25_FastMA_10 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 15 Model SMA_009_SlowMA_25_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 20 Model SMA_010_SlowMA_25_FastMA_20 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 5 Model SMA_011_SlowMA_30_FastMA_05 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 10 Model SMA_012_SlowMA_30_FastMA_10 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 15 Model SMA_013_SlowMA_30_FastMA_15 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 20 Model SMA_014_SlowMA_30_FastMA_20 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 5 Model SMA_015_SlowMA_35_FastMA_05 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 10 Model SMA_016_SlowMA_35_FastMA_10 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 15 Model SMA_017_SlowMA_35_FastMA_15 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 20 Model SMA_018_SlowMA_35_FastMA_20 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 5 Model SMA_019_SlowMA_40_FastMA_05 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 10 Model SMA_020_SlowMA_40_FastMA_10 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 15 Model SMA_021_SlowMA_40_FastMA_15 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 20 Model SMA_022_SlowMA_40_FastMA_20 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 5 Model SMA_023_SlowMA_45_FastMA_05 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 10 Model SMA_024_SlowMA_45_FastMA_10 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 15 Model SMA_025_SlowMA_45_FastMA_15 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 20 Model SMA_026_SlowMA_45_FastMA_20 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 5 Model SMA_027_SlowMA_50_FastMA_05 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 10 Model SMA_028_SlowMA_50_FastMA_10 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 15 Model SMA_029_SlowMA_50_FastMA_15 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 20 Model SMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [16]:
# List the entry/exit points for each model
for key in model_collection:
print('List the signal change and entry/exit points for', key)
if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
else: print(model_collection[key][model_collection[key].entry_exit != 0])
print()
List the signal change and entry/exit points for SMA_001_SlowMA_10_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 1642.35 1649.49 1685.780 1700.990 -15.210
2019-01-17 1681.73 1724.51 1692.432 1690.527 1.905
2019-01-18 1747.02 1760.26 1711.306 1694.798 16.508
2019-02-26 1885.83 1915.73 1909.752 1913.542 -3.790
2019-02-27 1906.00 1906.00 1905.718 1914.613 -8.895
2019-03-13 1740.44 1760.71 1729.488 1726.393 3.095
2019-03-14 1768.83 1743.88 1733.262 1731.077 2.185
2019-03-27 1768.98 1752.11 1753.864 1756.016 -2.152
2019-03-28 1759.99 1728.89 1744.770 1754.517 -9.747
2019-04-03 1778.47 1774.93 1754.302 1754.083 0.219
2019-04-04 1775.31 1780.60 1764.644 1754.707 9.937
2019-05-02 1824.66 1808.00 1847.366 1854.658 -7.292
2019-05-03 1816.17 1824.07 1838.580 1852.634 -14.054
2019-05-16 1790.00 1803.31 1798.704 1789.076 9.628
2019-05-17 1786.37 1787.29 1790.192 1785.398 4.794
2019-05-22 1757.35 1745.02 1772.008 1778.628 -6.620
2019-05-23 1746.95 1716.93 1754.732 1776.718 -21.986
2019-06-06 1766.01 1754.86 1714.714 1704.376 10.338
2019-06-07 1765.25 1778.29 1739.128 1710.512 28.616
2019-07-11 1875.45 1874.17 1884.388 1886.788 -2.400
2019-07-12 1878.02 1882.48 1875.934 1890.519 -14.585
2019-07-19 1896.03 1882.09 1881.310 1878.622 2.688
2019-07-22 1883.65 1893.70 1883.668 1880.416 3.252
2019-08-02 1874.11 1846.08 1889.738 1905.487 -15.749
2019-08-05 1819.98 1788.60 1863.548 1894.977 -31.429
2019-08-12 1900.44 1916.89 1876.734 1870.141 6.593
2019-08-13 1907.67 1943.19 1908.068 1872.801 35.267
2019-08-28 1911.80 1942.00 1925.988 1929.068 -3.080
2019-08-29 1966.43 1957.14 1926.922 1934.315 -7.393
2019-08-30 1971.80 1966.41 1940.470 1938.737 1.733
2019-09-03 1956.56 1941.78 1945.464 1938.542 6.922
2019-09-23 2016.00 2009.41 2047.072 2048.254 -1.182
2019-09-24 2012.82 1990.64 2029.712 2045.442 -15.730
2019-10-15 1992.21 2016.39 1977.712 1966.440 11.272
2019-10-16 2016.80 2027.63 1994.572 1975.059 19.513
2019-11-04 2042.00 2007.68 2036.164 2039.283 -3.119
2019-11-05 2008.99 2025.43 2032.690 2039.521 -6.831
2019-11-25 1885.09 1897.54 1869.100 1863.283 5.817
2019-11-26 1899.70 1887.46 1877.532 1864.445 13.087
2020-01-17 2060.00 2054.69 2065.316 2067.612 -2.296
2020-01-21 2006.00 1990.57 2047.330 2061.929 -14.599
2020-02-07 1950.23 1909.59 1902.664 1893.625 9.039
2020-02-10 1901.69 1886.64 1912.186 1891.400 20.786
2020-02-24 1830.93 1792.54 1927.388 1934.414 -7.026
2020-02-25 1803.00 1726.58 1877.448 1918.408 -40.960
2020-03-27 1344.87 1255.15 1287.742 1269.930 17.812
2020-03-30 1261.27 1308.23 1318.940 1271.786 47.154
2020-04-03 1244.18 1230.68 1283.172 1285.457 -2.285
2020-04-06 1303.28 1356.68 1292.862 1305.901 -13.039
2020-04-08 1382.65 1372.06 1319.158 1318.212 0.946
2020-04-09 1424.76 1420.64 1351.286 1319.676 31.610
2020-04-22 1365.01 1355.00 1397.424 1407.486 -10.062
2020-04-23 1354.05 1360.00 1387.944 1406.280 -18.336
2020-04-29 1487.83 1520.53 1417.122 1407.273 9.849
2020-04-30 1514.53 1480.57 1441.236 1414.590 26.646
2020-05-07 1392.26 1443.91 1415.622 1428.429 -12.807
2020-05-08 1416.69 1430.83 1412.030 1435.235 -23.205
2020-05-18 1430.00 1557.43 1415.248 1413.409 1.839
2020-05-19 1556.29 1547.56 1447.576 1428.845 18.731
2020-06-12 1653.57 1623.92 1712.896 1717.146 -4.250
2020-06-15 1567.66 1650.67 1674.848 1715.140 -40.292
2020-06-24 1660.71 1610.33 1635.242 1635.115 0.127
2020-06-25 1585.81 1615.39 1632.650 1637.817 -5.167
2020-06-26 1597.30 1541.25 1615.518 1629.550 -14.032
trade_signal signal_change entry_exit
date
2019-01-09 0.0 -1.0 0.0
2019-01-17 1.0 1.0 0.0
2019-01-18 1.0 0.0 1.0
2019-02-26 0.0 -1.0 0.0
2019-02-27 0.0 0.0 -1.0
2019-03-13 1.0 1.0 0.0
2019-03-14 1.0 0.0 1.0
2019-03-27 0.0 -1.0 0.0
2019-03-28 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 1.0 0.0 1.0
2019-05-22 0.0 -1.0 0.0
2019-05-23 0.0 0.0 -1.0
2019-06-06 1.0 1.0 0.0
2019-06-07 1.0 0.0 1.0
2019-07-11 0.0 -1.0 0.0
2019-07-12 0.0 0.0 -1.0
2019-07-19 1.0 1.0 0.0
2019-07-22 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-08-28 0.0 -1.0 0.0
2019-08-29 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-09-23 0.0 -1.0 0.0
2019-09-24 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-04 0.0 -1.0 0.0
2019-11-05 0.0 0.0 -1.0
2019-11-25 1.0 1.0 0.0
2019-11-26 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 0.0 0.0 -1.0
2020-02-07 1.0 1.0 0.0
2020-02-10 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-03-27 1.0 1.0 0.0
2020-03-30 1.0 0.0 1.0
2020-04-03 0.0 -1.0 0.0
2020-04-06 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-04-22 0.0 -1.0 0.0
2020-04-23 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-07 0.0 -1.0 0.0
2020-05-08 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-12 0.0 -1.0 0.0
2020-06-15 0.0 0.0 -1.0
2020-06-24 1.0 1.0 0.0
2020-06-25 0.0 -1.0 1.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_002_SlowMA_15_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1711.306 1699.240000 12.066000
2019-01-22 1743.18 1708.98 1714.526 1698.783333 15.742667
2019-02-28 1754.00 1697.04 1863.864 1890.107333 -26.243333
2019-03-01 1708.20 1714.08 1824.576 1879.242000 -54.666000
2019-03-19 1751.05 1764.03 1755.424 1745.756000 9.668000
2019-03-20 1766.78 1774.43 1758.168 1736.984667 21.183333
2019-03-28 1759.99 1728.89 1744.770 1747.432000 -2.662000
2019-03-29 1736.60 1744.91 1749.434 1749.371333 0.062667
2019-04-01 1755.08 1759.23 1750.802 1752.660000 -1.858000
2019-04-02 1766.03 1763.55 1749.738 1754.496667 -4.758667
2019-04-04 1775.31 1780.60 1764.644 1757.892667 6.751333
2019-04-05 1788.03 1769.45 1769.552 1759.044667 10.507333
2019-05-02 1824.66 1808.00 1847.366 1848.397333 -1.031333
2019-05-03 1816.17 1824.07 1838.580 1848.762667 -10.182667
2019-06-07 1765.25 1778.29 1739.128 1725.252000 13.876000
2019-06-10 1782.57 1781.12 1765.260 1724.840667 40.419333
2019-07-12 1878.02 1882.48 1875.934 1878.457333 -2.523333
2019-07-15 1881.89 1881.91 1877.164 1878.584667 -1.420667
2019-07-24 1896.26 1919.25 1896.240 1889.588000 6.652000
2019-07-25 1911.99 1926.13 1904.284 1890.020000 14.264000
2019-08-02 1874.11 1846.08 1889.738 1897.428000 -7.690000
2019-08-05 1819.98 1788.60 1863.548 1891.207333 -27.659333
2019-08-13 1907.67 1943.19 1908.068 1891.758667 16.309333
2019-08-14 1908.56 1891.19 1921.994 1889.888000 32.106000
2019-08-28 1911.80 1942.00 1925.988 1926.710000 -0.722000
2019-08-29 1966.43 1957.14 1926.922 1927.785333 -0.863333
2019-08-30 1971.80 1966.41 1940.470 1931.033333 9.436667
2019-09-03 1956.56 1941.78 1945.464 1932.692667 12.771333
2019-09-25 1991.65 1993.53 2016.744 2028.068667 -11.324667
2019-09-26 1994.08 1978.45 2000.720 2027.002667 -26.282667
2019-10-15 1992.21 2016.39 1977.712 1968.084667 9.627333
2019-10-16 2016.80 2027.63 1994.572 1970.358000 24.214000
2019-11-05 2008.99 2025.43 2032.690 2034.012667 -1.322667
2019-11-06 2018.56 2012.09 2025.198 2032.976667 -7.778667
2019-11-26 1899.70 1887.46 1877.532 1877.169333 0.362667
2019-11-27 1893.00 1906.45 1888.458 1870.126667 18.331333
2020-01-17 2060.00 2054.69 2065.316 2066.421333 -1.105333
2020-01-21 2006.00 1990.57 2047.330 2060.956667 -13.626667
2020-02-11 1894.48 1909.30 1921.144 1912.572667 8.571333
2020-02-12 1923.95 1960.36 1925.358 1909.914000 15.444000
2020-02-25 1803.00 1726.58 1877.448 1916.334000 -38.886000
2020-02-26 1731.22 1678.20 1819.390 1903.913333 -84.523333
2020-03-30 1261.27 1308.23 1318.940 1314.050667 4.889333
2020-03-31 1303.01 1345.32 1336.110 1299.805333 36.304667
2020-04-24 1372.39 1362.77 1366.324 1384.090667 -17.766667
2020-04-27 1374.93 1402.99 1364.596 1395.578000 -30.982000
2020-04-29 1487.83 1520.53 1417.122 1410.698000 6.424000
2020-04-30 1514.53 1480.57 1441.236 1417.932000 23.304000
2020-05-08 1416.69 1430.83 1412.030 1412.264667 -0.234667
2020-05-11 1427.02 1411.00 1411.570 1412.222667 -0.652667
2020-05-19 1556.29 1547.56 1447.576 1436.322667 11.253333
2020-05-20 1578.52 1599.15 1494.192 1441.564000 52.628000
2020-06-15 1567.66 1650.67 1674.848 1703.745333 -28.897333
2020-06-16 1716.32 1673.74 1654.002 1698.867333 -44.865333
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-03-19 1.0 1.0 0.0
2019-03-20 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 1.0 1.0 -1.0
2019-04-01 0.0 -1.0 1.0
2019-04-02 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-05-02 0.0 -1.0 0.0
2019-05-03 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-07-12 0.0 -1.0 0.0
2019-07-15 0.0 0.0 -1.0
2019-07-24 1.0 1.0 0.0
2019-07-25 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-08-28 0.0 -1.0 0.0
2019-08-29 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-09-25 0.0 -1.0 0.0
2019-09-26 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-05 0.0 -1.0 0.0
2019-11-06 0.0 0.0 -1.0
2019-11-26 1.0 1.0 0.0
2019-11-27 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 0.0 0.0 -1.0
2020-02-11 1.0 1.0 0.0
2020-02-12 1.0 0.0 1.0
2020-02-25 0.0 -1.0 0.0
2020-02-26 0.0 0.0 -1.0
2020-03-30 1.0 1.0 0.0
2020-03-31 1.0 0.0 1.0
2020-04-24 0.0 -1.0 0.0
2020-04-27 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-05-08 0.0 -1.0 0.0
2020-05-11 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-15 0.0 -1.0 0.0
2020-06-16 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_003_SlowMA_15_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 1642.35 1649.49 1700.990 1698.090000 2.900000
2019-01-10 1640.00 1677.33 1698.398 1691.950667 6.447333
2019-01-15 1695.00 1698.31 1688.501 1690.742667 -2.241667
2019-01-16 1693.42 1680.57 1684.388 1694.992000 -10.604000
2019-01-23 1717.25 1744.31 1700.253 1700.242667 0.010333
2019-01-24 1748.98 1795.67 1714.871 1705.174000 9.697000
2019-03-01 1708.20 1714.08 1873.495 1879.242000 -5.747000
2019-03-04 1723.66 1707.82 1850.920 1868.357333 -17.437333
2019-03-20 1766.78 1774.43 1743.828 1736.984667 6.843333
2019-03-21 1765.80 1774.36 1748.763 1742.139333 6.623667
2019-04-02 1766.03 1763.55 1754.033 1754.496667 -0.463667
2019-04-03 1778.47 1774.93 1754.083 1755.444667 -1.361667
2019-04-05 1788.03 1769.45 1759.493 1759.044667 0.448333
2019-04-08 1767.92 1788.72 1763.126 1761.204000 1.922000
2019-05-07 1781.45 1785.00 1837.995 1842.510000 -4.515000
2019-05-08 1765.01 1751.63 1826.430 1836.505333 -10.075333
2019-06-11 1799.50 1803.63 1729.559 1728.267333 1.291667
2019-06-12 1804.17 1798.90 1740.857 1730.048000 10.809000
2019-07-18 1861.83 1885.91 1882.888 1884.988000 -2.100000
2019-07-19 1896.03 1882.09 1878.622 1887.449333 -8.827333
2019-07-25 1911.99 1926.13 1892.836 1890.020000 2.816000
2019-07-26 1940.00 1966.85 1901.273 1892.826667 8.446333
2019-08-06 1799.20 1786.52 1883.604 1884.382000 -0.778000
2019-08-07 1758.40 1821.56 1873.835 1881.303333 -7.468333
2019-08-19 1944.87 1943.73 1898.864 1887.092000 11.772000
2019-08-20 1942.51 1934.40 1913.652 1888.279333 25.372667
2019-09-27 1969.56 1944.25 2021.518 2025.444000 -3.926000
2019-09-30 1953.00 1962.61 2010.484 2023.468000 -12.984000
2019-10-16 2016.80 2027.63 1975.059 1970.358000 4.701000
2019-10-17 2033.00 2028.53 1981.767 1973.696667 8.070333
2019-11-07 1942.20 1849.93 2018.125 2021.070000 -2.945000
2019-11-08 1941.00 1879.19 2000.451 2012.114000 -11.663000
2019-12-02 1898.21 1884.44 1876.591 1874.083333 2.507667
2019-12-03 1865.39 1879.98 1880.786 1873.012667 7.773333
2020-01-22 2004.33 2000.24 2055.148 2057.381333 -2.233333
2020-01-23 1986.24 1993.20 2048.178 2053.346000 -5.168000
2020-02-14 1998.44 1990.96 1922.052 1909.563333 12.488667
2020-02-18 1972.25 1976.28 1935.777 1914.056000 21.721000
2020-02-26 1731.22 1678.20 1895.298 1903.913333 -8.615333
2020-02-27 1612.98 1659.85 1865.247 1885.284000 -20.037000
2020-04-03 1244.18 1230.68 1285.457 1274.344000 11.113000
2020-04-06 1303.28 1356.68 1305.901 1278.811333 27.089667
2020-04-28 1434.20 1439.32 1397.681 1401.087333 -3.406333
2020-04-29 1487.83 1520.53 1407.273 1410.698000 -3.425000
2020-05-05 1443.25 1393.20 1417.647 1415.546667 2.100333
2020-05-06 1397.46 1378.91 1420.038 1412.500000 7.538000
2020-05-13 1379.34 1366.07 1415.250 1415.874000 -0.624000
2020-05-14 1348.74 1382.51 1405.444 1417.374667 -11.930667
2020-05-20 1578.52 1599.15 1450.869 1441.564000 9.305000
2020-05-21 1605.00 1595.68 1466.046 1449.238000 16.808000
2020-06-19 1654.00 1626.91 1678.239 1692.624667 -14.385667
2020-06-22 1609.74 1633.52 1657.500 1690.144000 -32.644000
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-01-15 0.0 -1.0 0.0
2019-01-16 0.0 0.0 -1.0
2019-01-23 1.0 1.0 0.0
2019-01-24 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-03-20 1.0 1.0 0.0
2019-03-21 1.0 0.0 1.0
2019-04-02 0.0 -1.0 0.0
2019-04-03 0.0 0.0 -1.0
2019-04-05 1.0 1.0 0.0
2019-04-08 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-11 1.0 1.0 0.0
2019-06-12 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-07-25 1.0 1.0 0.0
2019-07-26 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-02 1.0 1.0 0.0
2019-12-03 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-26 0.0 -1.0 0.0
2020-02-27 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-04-28 0.0 -1.0 0.0
2020-04-29 0.0 0.0 -1.0
2020-05-05 1.0 1.0 0.0
2020-05-06 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-20 1.0 1.0 0.0
2020-05-21 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_004_SlowMA_20_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-17 1681.73 1724.51 1692.432 1692.0710 0.3610
2019-01-18 1747.02 1760.26 1711.306 1693.2525 18.0535
2019-02-28 1754.00 1697.04 1863.864 1884.5780 -20.7140
2019-03-01 1708.20 1714.08 1824.576 1878.6415 -54.0655
2019-03-25 1714.01 1752.39 1757.360 1756.2420 1.1180
2019-03-26 1761.20 1768.87 1758.328 1748.8990 9.4290
2019-05-06 1798.96 1800.51 1823.418 1836.9865 -13.5685
2019-05-07 1781.45 1785.00 1809.420 1836.8005 -27.3805
2019-06-10 1782.57 1781.12 1765.260 1741.1785 24.0815
2019-06-11 1799.50 1803.63 1776.580 1742.4970 34.0830
2019-08-02 1874.11 1846.08 1889.738 1892.0545 -2.3165
2019-08-05 1819.98 1788.60 1863.548 1887.6965 -24.1485
2019-08-13 1907.67 1943.19 1908.068 1890.3035 17.7645
2019-08-14 1908.56 1891.19 1921.994 1891.4760 30.5180
2019-09-26 1994.08 1978.45 2000.720 2011.1800 -10.4600
2019-09-27 1969.56 1944.25 1983.256 2010.5355 -27.2795
2019-10-16 2016.80 2027.63 1994.572 1981.9545 12.6175
2019-10-17 2033.00 2028.53 2007.696 1980.4525 27.2435
2019-11-07 1942.20 1849.93 1985.430 2017.7265 -32.2965
2019-11-08 1941.00 1879.19 1954.864 2012.8270 -57.9630
2019-12-02 1898.21 1884.44 1895.984 1894.2785 1.7055
2019-12-03 1865.39 1879.98 1892.472 1887.8935 4.5785
2020-01-21 2006.00 1990.57 2047.330 2057.5285 -10.1985
2020-01-22 2004.33 2000.24 2033.082 2056.3775 -23.2955
2020-02-14 1998.44 1990.96 1941.440 1932.2555 9.1845
2020-02-18 1972.25 1976.28 1959.368 1928.3350 31.0330
2020-02-25 1803.00 1726.58 1877.448 1904.9040 -27.4560
2020-02-26 1731.22 1678.20 1819.390 1892.9415 -73.5515
2020-04-08 1382.65 1372.06 1319.158 1296.1000 23.0580
2020-04-09 1424.76 1420.64 1351.286 1303.1120 48.1740
2020-04-27 1374.93 1402.99 1364.596 1367.4765 -2.8805
2020-04-28 1434.20 1439.32 1384.016 1374.0310 9.9850
2020-04-29 1487.83 1520.53 1417.122 1382.7915 34.3305
2020-05-07 1392.26 1443.91 1415.622 1417.3545 -1.7325
2020-05-08 1416.69 1430.83 1412.030 1417.8640 -5.8340
2020-05-18 1430.00 1557.43 1415.248 1412.9790 2.2690
2020-05-19 1556.29 1547.56 1447.576 1423.2460 24.3300
2020-06-16 1716.32 1673.74 1654.002 1680.1805 -26.1785
2020-06-17 1677.92 1638.24 1634.988 1684.7145 -49.7265
trade_signal signal_change entry_exit
date
2019-01-17 1.0 1.0 0.0
2019-01-18 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-03-25 1.0 1.0 0.0
2019-03-26 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-26 0.0 -1.0 0.0
2019-09-27 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-02 1.0 1.0 0.0
2019-12-03 1.0 0.0 1.0
2020-01-21 0.0 -1.0 0.0
2020-01-22 0.0 0.0 -1.0
2020-02-14 1.0 1.0 0.0
2020-02-18 1.0 0.0 1.0
2020-02-25 0.0 -1.0 0.0
2020-02-26 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-04-27 0.0 -1.0 0.0
2020-04-28 1.0 1.0 -1.0
2020-04-29 1.0 0.0 1.0
2020-05-07 0.0 -1.0 0.0
2020-05-08 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-16 0.0 -1.0 0.0
2020-06-17 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_005_SlowMA_20_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1694.798 1693.2525 1.5455
2019-01-22 1743.18 1708.98 1694.514 1693.4425 1.0715
2019-03-01 1708.20 1714.08 1873.495 1878.6415 -5.1465
2019-03-04 1723.66 1707.82 1850.920 1872.1845 -21.2645
2019-03-26 1761.20 1768.87 1756.876 1748.8990 7.9770
2019-03-27 1768.98 1752.11 1756.016 1741.2045 14.8115
2019-05-08 1765.01 1751.63 1826.430 1834.6585 -8.2285
2019-05-09 1729.43 1736.03 1813.407 1831.1600 -17.7530
2019-06-13 1802.05 1809.52 1754.503 1743.7630 10.7400
2019-06-14 1808.20 1775.50 1766.431 1742.3725 24.0585
2019-07-19 1896.03 1882.09 1878.622 1879.1705 -0.5485
2019-07-22 1883.65 1893.70 1880.416 1879.8555 0.5605
2019-07-23 1898.63 1900.25 1882.654 1881.3275 1.3265
2019-08-07 1758.40 1821.56 1873.835 1880.7375 -6.9025
2019-08-08 1900.00 1941.01 1875.323 1884.0795 -8.7565
2019-08-19 1944.87 1943.73 1898.864 1896.9205 1.9435
2019-08-20 1942.51 1934.40 1913.652 1898.6280 15.0240
2019-10-01 1977.00 1978.03 2000.543 2012.1580 -11.6150
2019-10-02 1969.00 1941.44 1988.850 2011.2905 -22.4405
2019-10-17 2033.00 2028.53 1981.767 1980.4525 1.3145
2019-10-18 2030.86 2013.53 1984.800 1979.5505 5.2495
2019-11-08 1941.00 1879.19 2000.451 2012.8270 -12.3760
2019-11-11 1869.00 1896.04 1984.350 2008.1915 -23.8415
2019-12-04 1894.64 1921.53 1888.409 1882.6985 5.7105
2019-12-05 1929.00 1904.22 1893.649 1877.3050 16.3440
2020-01-22 2004.33 2000.24 2055.148 2056.3775 -1.2295
2020-01-23 1986.24 1993.20 2048.178 2054.4325 -6.2545
2020-02-18 1972.25 1976.28 1935.777 1928.3350 7.4420
2020-02-19 1982.76 1968.49 1946.175 1927.2310 18.9440
2020-02-27 1612.98 1659.85 1865.247 1881.2365 -15.9895
2020-02-28 1643.64 1695.66 1838.819 1872.4150 -33.5960
2020-04-07 1412.01 1376.37 1317.591 1299.6220 17.9690
2020-04-08 1382.65 1372.06 1318.212 1296.1000 22.1120
2020-05-14 1348.74 1382.51 1405.444 1410.0170 -4.5730
2020-05-15 1377.01 1384.31 1398.996 1405.6890 -6.6930
2020-05-18 1430.00 1557.43 1413.409 1412.9790 0.4300
2020-05-19 1556.29 1547.56 1428.845 1423.2460 5.5990
2020-06-19 1654.00 1626.91 1678.239 1687.7360 -9.4970
2020-06-22 1609.74 1633.52 1657.500 1687.8470 -30.3470
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-03-26 1.0 1.0 0.0
2019-03-27 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-07-19 0.0 -1.0 0.0
2019-07-22 1.0 1.0 -1.0
2019-07-23 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-01 0.0 -1.0 0.0
2019-10-02 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-04 1.0 1.0 0.0
2019-12-05 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-27 0.0 -1.0 0.0
2020-02-28 0.0 0.0 -1.0
2020-04-07 1.0 1.0 0.0
2020-04-08 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_006_SlowMA_20_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-16 1693.42 1680.57 1694.992000 1694.3165 0.675500
2019-01-17 1681.73 1724.51 1696.409333 1692.0710 4.338333
2019-01-24 1748.98 1795.67 1705.174000 1707.9305 -2.756500
2019-01-25 1811.99 1802.20 1714.446000 1712.8780 1.568000
2019-01-28 1787.62 1813.60 1720.849333 1717.6680 3.181333
2019-03-04 1723.66 1707.82 1868.357333 1872.1845 -3.827167
2019-03-05 1715.00 1745.93 1860.419333 1866.4315 -6.012167
2019-03-27 1768.98 1752.11 1747.173333 1741.2045 5.968833
2019-03-28 1759.99 1728.89 1747.432000 1742.7970 4.635000
2019-05-09 1729.43 1736.03 1829.588000 1831.1600 -1.572000
2019-05-10 1825.00 1829.85 1828.624000 1831.7230 -3.099000
2019-06-17 1776.00 1781.41 1743.114667 1742.0785 1.036167
2019-06-18 1808.38 1808.99 1751.327333 1744.9165 6.410833
2019-07-26 1940.00 1966.85 1892.826667 1895.8960 -3.069333
2019-07-29 1958.78 1919.55 1895.746000 1898.1380 -2.392000
2019-07-31 1906.33 1886.61 1899.475333 1897.9775 1.497833
2019-08-01 1885.47 1879.86 1899.854667 1895.9880 3.866667
2019-08-14 1908.56 1891.19 1889.888000 1891.4760 -1.588000
2019-08-15 1900.03 1904.67 1888.457333 1892.4140 -3.956667
2019-08-23 1942.98 1898.67 1901.235333 1898.3610 2.874333
2019-08-26 1918.24 1916.81 1909.782667 1898.2240 11.558667
2019-10-03 1936.55 1961.45 2008.174000 2009.6410 -1.467000
2019-10-04 1970.64 1983.20 2002.794000 2010.4195 -7.625500
2019-10-21 2022.68 2022.24 1982.290667 1980.1920 2.098667
2019-10-22 2029.04 2023.05 1985.292000 1981.8125 3.479500
2019-11-08 1941.00 1879.19 2012.114000 2012.8270 -0.713000
2019-11-11 1869.00 1896.04 2003.700667 2008.1915 -4.490833
2019-12-05 1929.00 1904.22 1879.067333 1877.3050 1.762333
2019-12-06 1923.27 1930.27 1883.382000 1881.3220 2.060000
2020-01-23 1986.24 1993.20 2053.346000 2054.4325 -1.086500
2020-01-24 1998.00 1962.96 2045.904667 2050.3805 -4.475833
2020-02-21 1965.00 1928.72 1926.364667 1922.5405 3.824167
2020-02-24 1830.93 1792.54 1923.830667 1914.0195 9.811167
2020-02-28 1643.64 1695.66 1867.601333 1872.4150 -4.813667
2020-03-02 1709.75 1728.98 1855.560667 1867.3365 -11.775833
2020-04-09 1424.76 1420.64 1303.850000 1303.1120 0.738000
2020-04-13 1413.19 1421.01 1320.088667 1303.0960 16.992667
2020-05-06 1397.46 1378.91 1412.500000 1413.7620 -1.262000
2020-05-07 1392.26 1443.91 1414.934000 1417.3545 -2.420500
2020-05-12 1401.09 1385.92 1415.136000 1414.1885 0.947500
2020-05-13 1379.34 1366.07 1415.874000 1411.2615 4.612500
2020-06-25 1585.81 1615.39 1675.424667 1678.2565 -2.831833
2020-06-26 1597.30 1541.25 1657.332000 1673.3480 -16.016000
trade_signal signal_change entry_exit
date
2019-01-16 1.0 1.0 0.0
2019-01-17 1.0 0.0 1.0
2019-01-24 0.0 -1.0 0.0
2019-01-25 1.0 1.0 -1.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-03-27 1.0 1.0 0.0
2019-03-28 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-07-26 0.0 -1.0 0.0
2019-07-29 0.0 0.0 -1.0
2019-07-31 1.0 1.0 0.0
2019-08-01 1.0 0.0 1.0
2019-08-14 0.0 -1.0 0.0
2019-08-15 0.0 0.0 -1.0
2019-08-23 1.0 1.0 0.0
2019-08-26 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-21 1.0 1.0 0.0
2019-10-22 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-05 1.0 1.0 0.0
2019-12-06 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-21 1.0 1.0 0.0
2020-02-24 1.0 0.0 1.0
2020-02-28 0.0 -1.0 0.0
2020-03-02 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-05-06 0.0 -1.0 0.0
2020-05-07 0.0 0.0 -1.0
2020-05-12 1.0 1.0 0.0
2020-05-13 1.0 0.0 1.0
2020-06-25 0.0 -1.0 0.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_007_SlowMA_25_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-18 1747.02 1760.26 1711.306 1710.0332 1.2728
2019-01-22 1743.18 1708.98 1714.526 1705.0696 9.4564
2019-02-28 1754.00 1697.04 1863.864 1869.2212 -5.3572
2019-03-01 1708.20 1714.08 1824.576 1865.9576 -41.3816
2019-04-02 1766.03 1763.55 1749.738 1749.0668 0.6712
2019-04-03 1778.47 1774.93 1754.302 1743.8240 10.4780
2019-05-06 1798.96 1800.51 1823.418 1823.4996 -0.0816
2019-05-07 1781.45 1785.00 1809.420 1824.5304 -15.1104
2019-06-10 1782.57 1781.12 1765.260 1749.0636 16.1964
2019-06-11 1799.50 1803.63 1776.580 1749.1884 27.3916
2019-08-02 1874.11 1846.08 1889.738 1894.6644 -4.9264
2019-08-05 1819.98 1788.60 1863.548 1891.2200 -27.6720
2019-08-13 1907.67 1943.19 1908.068 1888.1168 19.9512
2019-08-14 1908.56 1891.19 1921.994 1888.9888 33.0052
2019-09-27 1969.56 1944.25 1983.256 1993.8128 -10.5568
2019-09-30 1953.00 1962.61 1973.896 1996.3704 -22.4744
2019-10-17 2033.00 2028.53 2007.696 1997.6112 10.0848
2019-10-18 2030.86 2013.53 2014.966 1995.5964 19.3696
2019-11-07 1942.20 1849.93 1985.430 2005.3488 -19.9188
2019-11-08 1941.00 1879.19 1954.864 2001.1884 -46.3244
2019-12-06 1923.27 1930.27 1904.088 1902.1436 1.9444
2019-12-09 1928.08 1905.79 1908.358 1897.0944 11.2636
2020-01-22 2004.33 2000.24 2033.082 2045.6932 -12.6112
2020-01-23 1986.24 1993.20 2018.690 2045.6204 -26.9304
2020-02-18 1972.25 1976.28 1959.368 1955.7312 3.6368
2020-02-19 1982.76 1968.49 1971.206 1951.2508 19.9552
2020-02-24 1830.93 1792.54 1927.388 1931.2820 -3.8940
2020-02-25 1803.00 1726.58 1877.448 1918.1576 -40.7096
2020-04-09 1424.76 1420.64 1351.286 1339.3612 11.9248
2020-04-13 1413.19 1421.01 1389.352 1331.7180 57.6340
2020-05-11 1427.02 1411.00 1411.570 1411.7612 -0.1912
2020-05-12 1401.09 1385.92 1410.114 1412.9308 -2.8168
2020-05-19 1556.29 1547.56 1447.576 1420.8660 26.7100
2020-05-20 1578.52 1599.15 1494.192 1427.8476 66.3444
2020-06-17 1677.92 1638.24 1634.988 1637.2868 -2.2988
2020-06-18 1622.40 1628.35 1642.984 1647.7780 -4.7940
trade_signal signal_change entry_exit
date
2019-01-18 1.0 1.0 0.0
2019-01-22 1.0 0.0 1.0
2019-02-28 0.0 -1.0 0.0
2019-03-01 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-06 0.0 -1.0 0.0
2019-05-07 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-06 1.0 1.0 0.0
2019-12-09 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 0.0 0.0 -1.0
2020-02-18 1.0 1.0 0.0
2020-02-19 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-05-11 0.0 -1.0 0.0
2020-05-12 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-17 0.0 -1.0 0.0
2020-06-18 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_008_SlowMA_25_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1714.871 1704.8024 10.0686
2019-01-25 1811.99 1802.20 1727.358 1706.1136 21.2444
2019-03-04 1723.66 1707.82 1850.920 1862.1824 -11.2624
2019-03-05 1715.00 1745.93 1831.963 1859.4756 -27.5126
2019-04-02 1766.03 1763.55 1754.033 1749.0668 4.9662
2019-04-03 1778.47 1774.93 1754.083 1743.8240 10.2590
2019-05-09 1729.43 1736.03 1813.407 1822.4976 -9.0906
2019-05-10 1825.00 1829.85 1809.592 1824.4676 -14.8756
2019-06-13 1802.05 1809.52 1754.503 1752.0600 2.4430
2019-06-14 1808.20 1775.50 1766.431 1753.6388 12.7922
2019-08-06 1799.20 1786.52 1883.604 1886.7440 -3.1400
2019-08-07 1758.40 1821.56 1873.835 1883.2868 -9.4518
2019-08-19 1944.87 1943.73 1898.864 1894.2700 4.5940
2019-08-20 1942.51 1934.40 1913.652 1896.0900 17.5620
2019-10-02 1969.00 1941.44 1988.850 1999.6772 -10.8272
2019-10-03 1936.55 1961.45 1979.138 2000.4552 -21.3172
2019-10-22 2029.04 2023.05 2000.354 1991.3924 8.9616
2019-10-23 2019.66 2032.23 2009.244 1990.3468 18.8972
2019-11-08 1941.00 1879.19 2000.451 2001.1884 -0.7374
2019-11-11 1869.00 1896.04 1984.350 1998.9676 -14.6176
2019-12-09 1928.08 1905.79 1902.171 1897.0944 5.0766
2019-12-10 1902.40 1904.63 1902.880 1892.9724 9.9076
2020-01-24 1998.00 1962.96 2036.045 2044.0640 -8.0190
2020-01-27 1906.41 1908.89 2018.244 2040.7592 -22.5152
2020-02-20 1960.00 1970.91 1949.337 1947.2280 2.1090
2020-02-21 1965.00 1928.72 1946.119 1941.7704 4.3486
2020-02-26 1731.22 1678.20 1895.298 1905.6628 -10.3648
2020-02-27 1612.98 1659.85 1865.247 1892.0472 -26.8002
2020-04-13 1413.19 1421.01 1336.262 1331.7180 4.5440
2020-04-14 1460.09 1449.42 1350.381 1328.5828 21.7982
2020-05-14 1348.74 1382.51 1405.444 1412.9368 -7.4928
2020-05-15 1377.01 1384.31 1398.996 1411.4836 -12.4876
2020-05-19 1556.29 1547.56 1428.845 1420.8660 7.9790
2020-05-20 1578.52 1599.15 1450.869 1427.8476 23.0214
2020-06-22 1609.74 1633.52 1657.500 1667.5224 -10.0224
2020-06-23 1652.30 1677.10 1647.413 1672.3092 -24.8962
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-22 1.0 1.0 0.0
2019-10-23 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-09 1.0 1.0 0.0
2019-12-10 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-02-20 1.0 1.0 0.0
2020-02-21 1.0 0.0 1.0
2020-02-26 0.0 -1.0 0.0
2020-02-27 0.0 0.0 -1.0
2020-04-13 1.0 1.0 0.0
2020-04-14 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-22 0.0 -1.0 0.0
2020-06-23 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_009_SlowMA_25_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1705.174000 1704.8024 0.371600
2019-01-25 1811.99 1802.20 1714.446000 1706.1136 8.332400
2019-03-06 1748.37 1751.62 1850.841333 1857.1884 -6.347067
2019-03-07 1746.50 1725.01 1837.844000 1853.4408 -15.596800
2019-04-02 1766.03 1763.55 1754.496667 1749.0668 5.429867
2019-04-03 1778.47 1774.93 1755.444667 1743.8240 11.620667
2019-05-13 1800.00 1777.26 1824.163333 1824.7800 -0.616667
2019-05-14 1787.12 1793.67 1817.892667 1824.9780 -7.085333
2019-06-19 1812.00 1842.06 1761.736667 1754.9060 6.830667
2019-06-20 1862.07 1861.31 1774.286667 1757.7812 16.505467
2019-08-05 1819.98 1788.60 1891.207333 1891.2200 -0.012667
2019-08-06 1799.20 1786.52 1884.382000 1886.7440 -2.362000
2019-08-08 1900.00 1941.01 1884.976667 1884.1412 0.835467
2019-08-09 1926.54 1917.69 1887.350000 1883.8588 3.491200
2019-08-15 1900.03 1904.67 1888.457333 1890.2088 -1.751467
2019-08-16 1929.00 1922.19 1885.480000 1891.7972 -6.317200
2019-08-26 1918.24 1916.81 1909.782667 1903.8604 5.922267
2019-08-27 1921.74 1919.99 1918.680667 1904.6500 14.030667
2019-10-07 1971.01 1951.56 1994.701333 2000.9036 -6.202267
2019-10-08 1937.05 1938.19 1985.418000 2000.7600 -15.342000
2019-10-23 2019.66 2032.23 1991.344667 1990.3468 0.997867
2019-10-24 2035.00 2043.75 1996.831333 1989.7540 7.077333
2019-11-12 1901.35 1875.84 1993.886667 1996.4736 -2.586933
2019-11-13 1855.59 1859.09 1982.344000 1993.1040 -10.760000
2019-12-11 1915.90 1925.88 1896.992000 1888.9904 8.001600
2019-12-12 1930.85 1948.48 1903.436000 1886.4460 16.990000
2020-01-27 1906.41 1908.89 2035.465333 2040.7592 -5.293867
2020-01-28 1914.67 1917.45 2026.802000 2037.3324 -10.530400
2020-04-14 1460.09 1449.42 1339.900667 1328.5828 11.317867
2020-04-15 1407.84 1424.61 1350.910000 1323.2072 27.702800
2020-06-25 1585.81 1615.39 1675.424667 1675.4696 -0.044933
2020-06-26 1597.30 1541.25 1657.332000 1673.2924 -15.960400
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-02 1.0 1.0 0.0
2019-04-03 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-08 1.0 1.0 0.0
2019-08-09 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-26 1.0 1.0 0.0
2019-08-27 1.0 0.0 1.0
2019-10-07 0.0 -1.0 0.0
2019-10-08 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-11 1.0 1.0 0.0
2019-12-12 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-06-25 0.0 -1.0 0.0
2020-06-26 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_010_SlowMA_25_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1707.9305 1704.8024 3.1281
2019-01-25 1811.99 1802.20 1712.8780 1706.1136 6.7644
2019-03-07 1746.50 1725.01 1849.8035 1853.4408 -3.6373
2019-03-08 1708.04 1715.82 1841.7415 1848.7612 -7.0197
2019-04-03 1778.47 1774.93 1748.9555 1743.8240 5.1315
2019-04-04 1775.31 1780.60 1751.7350 1747.1664 4.5686
2019-05-15 1778.60 1789.43 1823.6910 1824.7764 -1.0854
2019-05-16 1790.00 1803.31 1821.8670 1824.6688 -2.8018
2019-06-21 1859.36 1880.00 1762.3780 1760.8488 1.5292
2019-06-24 1880.97 1870.81 1770.4945 1764.1896 6.3049
2019-08-02 1874.11 1846.08 1892.0545 1894.6644 -2.6099
2019-08-05 1819.98 1788.60 1887.6965 1891.2200 -3.5235
2019-08-09 1926.54 1917.69 1885.8400 1883.8588 1.9812
2019-08-12 1900.44 1916.89 1887.5890 1885.5040 2.0850
2019-08-22 1962.45 1952.47 1901.7700 1902.2728 -0.5028
2019-08-23 1942.98 1898.67 1898.3610 1902.9360 -4.5750
2019-08-30 1971.80 1966.41 1911.0440 1906.7828 4.2612
2019-09-03 1956.56 1941.78 1918.7030 1907.6720 11.0310
2019-10-09 1953.72 1943.33 1999.0150 2000.1416 -1.1266
2019-10-10 1942.69 1962.91 1995.0900 1998.8804 -3.7904
2019-10-25 2020.13 2055.93 1992.5965 1990.7284 1.8681
2019-10-28 2053.02 2057.05 1997.3185 1992.6340 4.6845
2019-11-13 1855.59 1859.09 1992.7370 1993.1040 -0.3670
2019-11-14 1855.39 1865.55 1984.5880 1989.2096 -4.6216
2019-12-12 1930.85 1948.48 1890.0530 1886.4460 3.6070
2019-12-13 1960.87 1973.60 1895.4555 1891.3928 4.0627
2020-01-28 1914.67 1917.45 2034.8545 2037.3324 -2.4779
2020-01-29 1924.04 1893.95 2026.8585 2032.1600 -5.3015
2020-04-16 1432.35 1407.40 1322.5835 1321.8032 0.7803
2020-04-17 1469.00 1470.87 1336.5530 1329.4220 7.1310
2020-05-13 1379.34 1366.07 1411.2615 1412.5188 -1.2573
2020-05-14 1348.74 1382.51 1410.0170 1412.9368 -2.9198
2020-05-19 1556.29 1547.56 1423.2460 1420.8660 2.3800
2020-05-20 1578.52 1599.15 1435.4535 1427.8476 7.6059
2020-06-29 1567.77 1593.22 1669.4725 1671.7692 -2.2967
2020-06-30 1583.90 1592.34 1666.3395 1665.5864 0.7531
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-08-02 0.0 -1.0 0.0
2019-08-05 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-08-22 0.0 -1.0 0.0
2019-08-23 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-16 1.0 1.0 0.0
2020-04-17 1.0 0.0 1.0
2020-05-13 0.0 -1.0 0.0
2020-05-14 0.0 0.0 -1.0
2020-05-19 1.0 1.0 0.0
2020-05-20 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 1.0 1.0 -1.0
List the signal change and entry/exit points for SMA_011_SlowMA_30_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1746.746 1723.609667 23.136333
2019-01-25 1811.99 1802.20 1762.284 1721.938000 40.346000
2019-03-01 1708.20 1714.08 1824.576 1846.089000 -21.513000
2019-03-04 1723.66 1707.82 1788.134 1845.532667 -57.398667
2019-04-05 1788.03 1769.45 1769.552 1761.913667 7.638333
2019-04-08 1767.92 1788.72 1775.450 1758.536667 16.913333
2019-05-07 1781.45 1785.00 1809.420 1812.242333 -2.822333
2019-05-08 1765.01 1751.63 1793.842 1811.667667 -17.825667
2019-06-10 1782.57 1781.12 1765.260 1763.983000 1.277000
2019-06-11 1799.50 1803.63 1776.580 1761.560000 15.020000
2019-08-05 1819.98 1788.60 1863.548 1884.896000 -21.348000
2019-08-06 1799.20 1786.52 1837.534 1882.086333 -44.552333
2019-08-13 1907.67 1943.19 1908.068 1890.298000 17.770000
2019-08-14 1908.56 1891.19 1921.994 1889.738000 32.256000
2019-09-27 1969.56 1944.25 1983.256 1985.128667 -1.872667
2019-09-30 1953.00 1962.61 1973.896 1986.476000 -12.580000
2019-10-17 2033.00 2028.53 2007.696 2000.349667 7.346333
2019-10-18 2030.86 2013.53 2014.966 2001.879667 13.086333
2019-11-07 1942.20 1849.93 1985.430 1997.383333 -11.953333
2019-11-08 1941.00 1879.19 1954.864 1995.214667 -40.350667
2019-12-11 1915.90 1925.88 1914.158 1912.940333 1.217667
2019-12-12 1930.85 1948.48 1923.010 1909.571333 13.438667
2020-01-23 1986.24 1993.20 2018.690 2029.604000 -10.914000
2020-01-24 1998.00 1962.96 2000.332 2031.548333 -31.216333
2020-02-20 1960.00 1970.91 1973.316 1968.892333 4.423667
2020-02-21 1965.00 1928.72 1967.072 1964.419667 2.652333
2020-02-24 1830.93 1792.54 1927.388 1954.694667 -27.306667
2020-02-25 1803.00 1726.58 1877.448 1942.684000 -65.236000
2020-04-14 1460.09 1449.42 1407.900 1380.568333 27.331667
2020-04-15 1407.84 1424.61 1417.548 1371.954667 45.593333
2020-05-14 1348.74 1382.51 1395.266 1397.307000 -2.041000
2020-05-15 1377.01 1384.31 1385.962 1401.450667 -15.488667
2020-05-18 1430.00 1557.43 1415.248 1412.342333 2.905667
2020-05-19 1556.29 1547.56 1447.576 1418.705000 28.871000
2020-06-24 1660.71 1610.33 1635.242 1636.946000 -1.704000
2020-06-25 1585.81 1615.39 1632.650 1645.256667 -12.606667
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-01 0.0 -1.0 0.0
2019-03-04 0.0 0.0 -1.0
2019-04-05 1.0 1.0 0.0
2019-04-08 1.0 0.0 1.0
2019-05-07 0.0 -1.0 0.0
2019-05-08 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-27 0.0 -1.0 0.0
2019-09-30 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-11 1.0 1.0 0.0
2019-12-12 1.0 0.0 1.0
2020-01-23 0.0 -1.0 0.0
2020-01-24 0.0 0.0 -1.0
2020-02-20 1.0 1.0 0.0
2020-02-21 1.0 0.0 1.0
2020-02-24 0.0 -1.0 0.0
2020-02-25 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-05-14 0.0 -1.0 0.0
2020-05-15 0.0 0.0 -1.0
2020-05-18 1.0 1.0 0.0
2020-05-19 1.0 0.0 1.0
2020-06-24 0.0 -1.0 0.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_012_SlowMA_30_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1727.358 1721.938000 5.420000
2019-01-28 1787.62 1813.60 1742.129 1720.519667 21.609333
2019-03-05 1715.00 1745.93 1831.963 1845.055000 -13.092000
2019-03-06 1748.37 1751.62 1814.508 1846.476333 -31.968333
2019-04-08 1767.92 1788.72 1763.126 1758.536667 4.589333
2019-04-09 1776.75 1794.47 1765.686 1754.494667 11.191333
2019-05-10 1825.00 1829.85 1809.592 1814.497000 -4.905000
2019-05-13 1800.00 1777.26 1799.686 1815.575333 -15.889333
2019-06-14 1808.20 1775.50 1766.431 1757.940333 8.490667
2019-06-17 1776.00 1781.41 1779.526 1756.518333 23.007667
2019-08-07 1758.40 1821.56 1873.835 1881.289333 -7.454333
2019-08-08 1900.00 1941.01 1875.323 1884.982333 -9.659333
2019-08-19 1944.87 1943.73 1898.864 1891.419000 7.445000
2019-08-20 1942.51 1934.40 1913.652 1893.303333 20.348667
2019-10-03 1936.55 1961.45 1979.138 1988.044000 -8.906000
2019-10-04 1970.64 1983.20 1974.301 1989.068333 -14.767333
2019-10-23 2019.66 2032.23 2009.244 2002.424667 6.819333
2019-10-24 2035.00 2043.75 2017.328 2002.502667 14.825333
2019-11-11 1869.00 1896.04 1984.350 1992.995667 -8.645667
2019-11-12 1901.35 1875.84 1967.654 1989.589333 -21.935333
2019-12-12 1930.85 1948.48 1910.925 1909.571333 1.353667
2019-12-13 1960.87 1973.60 1917.882 1907.065667 10.816333
2020-01-27 1906.41 1908.89 2018.244 2030.982000 -12.738000
2020-01-28 1914.67 1917.45 2001.939 2029.947667 -28.008667
2020-04-16 1432.35 1407.40 1371.887 1361.130333 10.756667
2020-04-17 1469.00 1470.87 1392.974 1355.244667 37.729333
2020-05-15 1377.01 1384.31 1398.996 1401.450667 -2.454667
2020-05-18 1430.00 1557.43 1413.409 1412.342333 1.066667
2020-05-19 1556.29 1547.56 1428.845 1418.705000 10.140000
2020-06-24 1660.71 1610.33 1635.115 1636.946000 -1.831000
2020-06-25 1585.81 1615.39 1637.817 1645.256667 -7.439667
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-14 1.0 1.0 0.0
2019-06-17 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-12 1.0 1.0 0.0
2019-12-13 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-16 1.0 1.0 0.0
2020-04-17 1.0 0.0 1.0
2020-05-15 0.0 -1.0 0.0
2020-05-18 1.0 1.0 -1.0
2020-05-19 1.0 0.0 1.0
2020-06-24 0.0 -1.0 0.0
2020-06-25 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_013_SlowMA_30_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1720.849333 1720.519667 0.329667
2019-01-29 1816.62 1808.80 1727.314667 1719.710667 7.604000
2019-03-07 1746.50 1725.01 1837.844000 1845.833000 -7.989000
2019-03-08 1708.04 1715.82 1825.410000 1843.171333 -17.761333
2019-04-08 1767.92 1788.72 1761.204000 1758.536667 2.667333
2019-04-09 1776.75 1794.47 1763.233333 1754.494667 8.738667
2019-05-15 1778.60 1789.43 1812.702667 1817.586000 -4.883333
2019-05-16 1790.00 1803.31 1808.506000 1818.532000 -10.026000
2019-06-19 1812.00 1842.06 1761.736667 1758.703000 3.033667
2019-06-20 1862.07 1861.31 1774.286667 1762.359000 11.927667
2019-08-08 1900.00 1941.01 1884.976667 1884.982333 -0.005667
2019-08-09 1926.54 1917.69 1887.350000 1887.399667 -0.049667
2019-08-12 1900.44 1916.89 1888.896000 1888.805667 0.090333
2019-08-13 1907.67 1943.19 1891.758667 1890.298000 1.460667
2019-08-15 1900.03 1904.67 1888.457333 1889.238667 -0.781333
2019-08-16 1929.00 1922.19 1885.480000 1889.153333 -3.673333
2019-08-23 1942.98 1898.67 1901.235333 1899.331667 1.903667
2019-08-26 1918.24 1916.81 1909.782667 1900.495000 9.287667
2019-10-08 1937.05 1938.19 1985.418000 1991.544000 -6.126000
2019-10-09 1953.72 1943.33 1977.748667 1992.322000 -14.573333
2019-10-28 2053.02 2057.05 2008.712667 2001.707000 7.005667
2019-10-29 2054.14 2042.80 2015.686667 2000.552333 15.134333
2019-11-13 1855.59 1859.09 1982.344000 1986.844333 -4.500333
2019-11-14 1855.39 1865.55 1970.464000 1983.647667 -13.183667
2019-12-13 1960.87 1973.60 1910.122000 1907.065667 3.056333
2019-12-16 1983.47 1995.02 1917.954667 1905.832333 12.122333
2020-01-28 1914.67 1917.45 2026.802000 2029.947667 -3.145667
2020-01-29 1924.04 1893.95 2015.195333 2027.292667 -12.097333
2020-04-17 1469.00 1470.87 1358.004667 1355.244667 2.760000
2020-04-20 1462.05 1411.63 1368.436667 1348.562667 19.874000
2020-06-29 1567.77 1593.22 1640.819333 1657.511667 -16.692333
2020-06-30 1583.90 1592.34 1628.444000 1658.675333 -30.231333
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-08 1.0 1.0 0.0
2019-04-09 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-08 0.0 -1.0 0.0
2019-08-09 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-23 1.0 1.0 0.0
2019-08-26 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-17 1.0 1.0 0.0
2020-04-20 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_014_SlowMA_30_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-29 1816.62 1808.80 1722.3165 1719.710667 2.605833
2019-01-30 1825.33 1818.70 1727.1305 1720.096000 7.034500
2019-03-08 1708.04 1715.82 1841.7415 1843.171333 -1.429833
2019-03-11 1721.69 1709.90 1833.6820 1840.094667 -6.412667
2019-04-09 1776.75 1794.47 1761.2810 1754.494667 6.786333
2019-04-10 1793.85 1806.00 1763.5455 1751.161333 12.384167
2019-05-20 1769.73 1752.23 1814.4190 1818.181000 -3.762000
2019-05-21 1762.34 1772.19 1808.6420 1817.630000 -8.988000
2019-06-24 1880.97 1870.81 1770.4945 1768.523333 1.971167
2019-06-25 1880.83 1845.47 1778.4780 1770.797000 7.681000
2019-08-07 1758.40 1821.56 1880.7375 1881.289333 -0.551833
2019-08-08 1900.00 1941.01 1884.0795 1884.982333 -0.902833
2019-08-13 1907.67 1943.19 1890.3035 1890.298000 0.005500
2019-08-14 1908.56 1891.19 1891.4760 1889.738000 1.738000
2019-08-23 1942.98 1898.67 1898.3610 1899.331667 -0.970667
2019-08-26 1918.24 1916.81 1898.2240 1900.495000 -2.271000
2019-08-30 1971.80 1966.41 1911.0440 1909.191667 1.852333
2019-09-03 1956.56 1941.78 1918.7030 1910.794333 7.908667
2019-10-11 1984.30 1977.18 1990.7540 1993.687000 -2.933000
2019-10-14 1964.52 1988.75 1986.5440 1994.431667 -7.887667
2019-10-29 2054.14 2042.80 2000.5570 2000.552333 0.004667
2019-10-30 2035.53 2049.55 2005.9625 2000.258333 5.704167
2019-11-15 1873.85 1848.82 1976.3525 1979.168333 -2.815833
2019-11-18 1847.04 1838.03 1967.1420 1975.384000 -8.242000
2019-12-17 2000.00 2001.87 1910.9575 1905.638667 5.318833
2019-12-18 2008.67 1991.51 1918.2680 1904.508000 13.760000
2020-01-29 1924.04 1893.95 2026.8585 2027.292667 -0.434167
2020-01-30 1871.42 1872.09 2017.7765 2023.195000 -5.418500
2020-04-21 1382.81 1342.22 1357.7620 1342.376667 15.385333
2020-04-22 1365.01 1355.00 1362.5385 1335.576667 26.961833
trade_signal signal_change entry_exit
date
2019-01-29 1.0 1.0 0.0
2019-01-30 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-08-23 0.0 -1.0 0.0
2019-08-26 0.0 0.0 -1.0
2019-08-30 1.0 1.0 0.0
2019-09-03 1.0 0.0 1.0
2019-10-11 0.0 -1.0 0.0
2019-10-14 0.0 0.0 -1.0
2019-10-29 1.0 1.0 0.0
2019-10-30 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-21 1.0 1.0 0.0
2020-04-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_015_SlowMA_35_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 1748.98 1795.67 1746.746 1743.825429 2.920571
2019-01-25 1811.99 1802.20 1762.284 1740.468286 21.815714
2019-03-04 1723.66 1707.82 1788.134 1823.661143 -35.527143
2019-03-05 1715.00 1745.93 1754.174 1825.948000 -71.774000
2019-04-09 1776.75 1794.47 1781.634 1776.674286 4.959714
2019-04-10 1793.85 1806.00 1787.848 1773.240857 14.607143
2019-05-08 1765.01 1751.63 1793.842 1804.047714 -10.205714
2019-05-09 1729.43 1736.03 1779.448 1802.950571 -23.502571
2019-06-12 1804.17 1798.90 1783.360 1774.958857 8.401143
2019-06-13 1802.05 1809.52 1794.292 1773.308571 20.983429
2019-08-05 1819.98 1788.60 1863.548 1877.732857 -14.184857
2019-08-06 1799.20 1786.52 1837.534 1877.878857 -40.344857
2019-08-13 1907.67 1943.19 1908.068 1885.798000 22.270000
2019-08-14 1908.56 1891.19 1921.994 1887.104286 34.889714
2019-09-30 1953.00 1962.61 1973.896 1976.354571 -2.458571
2019-10-01 1977.00 1978.03 1971.374 1978.101429 -6.727429
2019-10-16 2016.80 2027.63 1994.572 1992.643429 1.928571
2019-10-17 2033.00 2028.53 2007.696 1995.115714 12.580286
2019-11-07 1942.20 1849.93 1985.430 1997.860000 -12.430000
2019-11-08 1941.00 1879.19 1954.864 1993.506286 -38.642286
2019-12-13 1960.87 1973.60 1931.676 1927.602000 4.074000
2019-12-16 1983.47 1995.02 1949.522 1925.861714 23.660286
2020-01-24 1998.00 1962.96 2000.332 2014.654000 -14.322000
2020-01-27 1906.41 1908.89 1971.172 2014.292857 -43.120857
2020-04-15 1407.84 1424.61 1417.548 1417.267143 0.280857
2020-04-16 1432.35 1407.40 1424.616 1409.530000 15.086000
2020-06-29 1567.77 1593.22 1607.458 1618.718857 -11.260857
2020-06-30 1583.90 1592.34 1590.506 1623.900000 -33.394000
trade_signal signal_change entry_exit
date
2019-01-24 1.0 1.0 0.0
2019-01-25 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-09 1.0 1.0 0.0
2019-04-10 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-12 1.0 1.0 0.0
2019-06-13 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-09-30 0.0 -1.0 0.0
2019-10-01 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-13 1.0 1.0 0.0
2019-12-16 1.0 0.0 1.0
2020-01-24 0.0 -1.0 0.0
2020-01-27 0.0 0.0 -1.0
2020-04-15 1.0 1.0 0.0
2020-04-16 1.0 0.0 1.0
2020-06-29 0.0 -1.0 0.0
2020-06-30 0.0 0.0 -1.0
List the signal change and entry/exit points for SMA_016_SlowMA_35_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1742.129 1739.052857 3.076143
2019-01-29 1816.62 1808.80 1753.721 1736.954571 16.766429
2019-03-06 1748.37 1751.62 1814.508 1827.626286 -13.118286
2019-03-07 1746.50 1725.01 1796.378 1828.389143 -32.011143
2019-04-11 1810.00 1818.59 1780.045 1770.734571 9.310429
2019-04-12 1827.87 1833.07 1788.861 1768.521714 20.339286
2019-05-13 1800.00 1777.26 1799.686 1806.126571 -6.440571
2019-05-14 1787.12 1793.67 1793.554 1807.306000 -13.752000
2019-06-17 1776.00 1781.41 1779.526 1768.241429 11.284571
2019-06-18 1808.38 1808.99 1785.722 1766.317714 19.404286
2019-08-07 1758.40 1821.56 1873.835 1878.238000 -4.403000
2019-08-08 1900.00 1941.01 1875.323 1881.065143 -5.742143
2019-08-19 1944.87 1943.73 1898.864 1893.404000 5.460000
2019-08-20 1942.51 1934.40 1913.652 1894.432000 19.220000
2019-10-03 1936.55 1961.45 1979.138 1980.058857 -0.920857
2019-10-04 1970.64 1983.20 1974.301 1982.302571 -8.001571
2019-10-23 2019.66 2032.23 2009.244 2002.742286 6.501714
2019-10-24 2035.00 2043.75 2017.328 2004.151143 13.176857
2019-11-11 1869.00 1896.04 1984.350 1990.267143 -5.917143
2019-11-12 1901.35 1875.84 1967.654 1986.987143 -19.333143
2019-12-16 1983.47 1995.02 1928.940 1925.861714 3.078286
2019-12-17 2000.00 2001.87 1941.129 1924.285143 16.843857
2020-01-28 1914.67 1917.45 2001.939 2014.670857 -12.731857
2020-01-29 1924.04 1893.95 1984.186 2013.633143 -29.447143
2020-04-20 1462.05 1411.63 1411.069 1396.015429 15.053571
2020-04-21 1382.81 1342.22 1409.623 1384.965143 24.657857
2020-06-30 1583.90 1592.34 1615.665 1623.900000 -8.235000
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-03 0.0 -1.0 0.0
2019-10-04 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-11 0.0 -1.0 0.0
2019-11-12 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-28 0.0 -1.0 0.0
2020-01-29 0.0 0.0 -1.0
2020-04-20 1.0 1.0 0.0
2020-04-21 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
List the signal change and entry/exit points for SMA_017_SlowMA_35_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1748.321333 1736.697143 11.624190
2019-02-01 1824.05 1836.96 1758.963333 1736.257429 22.705905
2019-03-08 1708.04 1715.82 1825.410000 1829.396286 -3.986286
2019-03-11 1721.69 1709.90 1810.498667 1828.978857 -18.480190
2019-04-12 1827.87 1833.07 1775.718667 1768.521714 7.196952
2019-04-15 1834.00 1846.23 1781.974667 1767.270286 14.704381
2019-05-16 1790.00 1803.31 1808.506000 1809.356286 -0.850286
2019-05-17 1786.37 1787.29 1803.125333 1811.024857 -7.899524
2019-06-20 1862.07 1861.31 1774.286667 1766.856571 7.430095
2019-06-21 1859.36 1880.00 1789.205333 1768.913714 20.291619
2019-08-15 1900.03 1904.67 1888.457333 1889.231429 -0.774095
2019-08-16 1929.00 1922.19 1885.480000 1891.432000 -5.952000
2019-08-22 1962.45 1952.47 1897.729333 1896.734286 0.995048
2019-08-23 1942.98 1898.67 1901.235333 1895.989143 5.246190
2019-10-09 1953.72 1943.33 1977.748667 1983.238571 -5.489905
2019-10-10 1942.69 1962.91 1971.371333 1983.443143 -12.071810
2019-10-28 2053.02 2057.05 2008.712667 2008.525429 0.187238
2019-10-29 2054.14 2042.80 2015.686667 2009.212286 6.474381
2019-11-13 1855.59 1859.09 1982.344000 1983.146000 -0.802000
2019-11-14 1855.39 1865.55 1970.464000 1979.920286 -9.456286
2019-12-17 2000.00 2001.87 1924.910000 1924.285143 0.624857
2019-12-18 2008.67 1991.51 1931.846667 1922.819714 9.026952
2020-01-30 1871.42 1872.09 2002.474667 2012.670286 -10.195619
2020-01-31 1865.93 1830.55 1985.558667 2010.553714 -24.995048
2020-04-23 1354.05 1360.00 1377.239333 1364.960857 12.278476
2020-04-24 1372.39 1362.77 1384.090667 1356.827429 27.263238
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-16 0.0 -1.0 0.0
2019-05-17 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-08-15 0.0 -1.0 0.0
2019-08-16 0.0 0.0 -1.0
2019-08-22 1.0 1.0 0.0
2019-08-23 1.0 0.0 1.0
2019-10-09 0.0 -1.0 0.0
2019-10-10 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-04-23 1.0 1.0 0.0
2020-04-24 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_018_SlowMA_35_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1741.3780 1736.257429 5.120571
2019-02-04 1840.39 1860.99 1748.5500 1736.395714 12.154286
2019-03-12 1709.72 1736.00 1827.2320 1828.285714 -1.053714
2019-03-13 1740.44 1760.71 1820.5030 1829.763714 -9.260714
2019-04-12 1827.87 1833.07 1771.3260 1768.521714 2.804286
2019-04-15 1834.00 1846.23 1775.8210 1767.270286 8.550714
2019-05-21 1762.34 1772.19 1808.6420 1811.604286 -2.962286
2019-05-22 1757.35 1745.02 1802.5290 1811.074857 -8.545857
2019-06-24 1880.97 1870.81 1770.4945 1770.249143 0.245357
2019-06-25 1880.83 1845.47 1778.4780 1771.533714 6.944286
2019-10-14 1964.52 1988.75 1986.5440 1986.722857 -0.178857
2019-10-15 1992.21 2016.39 1983.4915 1989.568000 -6.076500
2019-10-31 2046.08 2048.77 2010.3285 2009.405143 0.923357
2019-11-01 2023.62 2032.02 2012.7695 2008.494286 4.275214
2019-11-15 1873.85 1848.82 1976.3525 1977.193714 -0.841214
2019-11-18 1847.04 1838.03 1967.1420 1973.634286 -6.492286
2019-12-19 1996.00 2003.12 1925.8330 1921.493143 4.339857
2019-12-20 2017.00 2023.26 1933.3305 1920.764286 12.566214
2020-01-31 1865.93 1830.55 2005.5750 2010.553714 -4.978714
2020-02-03 1847.15 1839.03 1994.2525 2008.072286 -13.819786
2020-04-24 1372.39 1362.77 1360.0845 1356.827429 3.257071
2020-04-27 1374.93 1402.99 1367.4765 1350.853143 16.623357
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-12 0.0 -1.0 0.0
2019-03-13 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-21 0.0 -1.0 0.0
2019-05-22 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-10-14 0.0 -1.0 0.0
2019-10-15 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-24 1.0 1.0 0.0
2020-04-27 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_019_SlowMA_40_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1762.284 1757.17950 5.10450
2019-01-28 1787.62 1813.60 1772.952 1756.90425 16.04775
2019-03-04 1723.66 1707.82 1788.134 1806.78125 -18.64725
2019-03-05 1715.00 1745.93 1754.174 1807.49075 -53.31675
2019-04-11 1810.00 1818.59 1795.446 1789.48975 5.95625
2019-04-12 1827.87 1833.07 1808.170 1787.75825 20.41175
2019-05-08 1765.01 1751.63 1793.842 1797.96975 -4.12775
2019-05-09 1729.43 1736.03 1779.448 1797.35275 -17.90475
2019-06-13 1802.05 1809.52 1794.292 1783.72700 10.56500
2019-06-14 1808.20 1775.50 1793.734 1782.11975 11.61425
2019-08-05 1819.98 1788.60 1863.548 1867.23300 -3.68500
2019-08-06 1799.20 1786.52 1837.534 1867.36800 -29.83400
2019-08-13 1907.67 1943.19 1908.068 1881.65250 26.41550
2019-08-14 1908.56 1891.19 1921.994 1883.70750 38.28650
2019-10-02 1969.00 1941.44 1960.956 1969.30350 -8.34750
2019-10-03 1936.55 1961.45 1957.556 1972.80075 -15.24475
2019-10-16 2016.80 2027.63 1994.572 1984.65525 9.91675
2019-10-17 2033.00 2028.53 2007.696 1986.47475 21.22125
2019-11-07 1942.20 1849.93 1985.430 2006.40825 -20.97825
2019-11-08 1941.00 1879.19 1954.864 2001.79050 -46.92650
2019-12-16 1983.47 1995.02 1949.522 1939.55900 9.96300
2019-12-17 2000.00 2001.87 1968.970 1939.04975 29.92025
2020-01-27 1906.41 1908.89 1971.172 1999.91700 -28.74500
2020-01-28 1914.67 1917.45 1956.548 2000.19200 -43.64400
2020-04-29 1487.83 1520.53 1417.122 1380.78425 36.33775
2020-04-30 1514.53 1480.57 1441.236 1374.49525 66.74075
2020-06-30 1583.90 1592.34 1590.506 1597.35875 -6.85275
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-11 1.0 1.0 0.0
2019-04-12 1.0 0.0 1.0
2019-05-08 0.0 -1.0 0.0
2019-05-09 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-08-13 1.0 1.0 0.0
2019-08-14 1.0 0.0 1.0
2019-10-02 0.0 -1.0 0.0
2019-10-03 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
List the signal change and entry/exit points for SMA_020_SlowMA_40_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1765.760 1754.22675 11.53325
2019-01-31 1820.37 1832.81 1780.984 1752.75000 28.23400
2019-03-07 1746.50 1725.01 1796.378 1809.43800 -13.06000
2019-03-08 1708.04 1715.82 1776.908 1811.09625 -34.18825
2019-04-12 1827.87 1833.07 1788.861 1787.75825 1.10275
2019-04-15 1834.00 1846.23 1797.561 1785.57475 11.98625
2019-05-13 1800.00 1777.26 1799.686 1800.12925 -0.44325
2019-05-14 1787.12 1793.67 1793.554 1801.06275 -7.50875
2019-06-18 1808.38 1808.99 1785.722 1779.66775 6.05425
2019-06-19 1812.00 1842.06 1793.428 1778.52600 14.90200
2019-08-09 1926.54 1917.69 1870.407 1874.07325 -3.66625
2019-08-12 1900.44 1916.89 1870.141 1877.60800 -7.46700
2019-08-19 1944.87 1943.73 1898.864 1888.38800 10.47600
2019-08-20 1942.51 1934.40 1913.652 1889.97775 23.67425
2019-10-07 1971.01 1951.56 1968.516 1974.70225 -6.18625
2019-10-08 1937.05 1938.19 1963.271 1975.23475 -11.96375
2019-10-21 2022.68 2022.24 1991.868 1991.09050 0.77750
2019-10-22 2029.04 2023.05 2000.354 1993.74650 6.60750
2019-11-08 1941.00 1879.19 2000.451 2001.79050 -1.33950
2019-11-11 1869.00 1896.04 1984.350 1997.36775 -13.01775
2019-12-17 2000.00 2001.87 1941.129 1939.04975 2.07925
2019-12-18 2008.67 1991.51 1948.127 1938.26125 9.86575
2020-01-29 1924.04 1893.95 1984.186 1999.94000 -15.75400
2020-01-30 1871.42 1872.09 1964.879 1999.63125 -34.75225
2020-04-24 1372.39 1362.77 1400.493 1399.40475 1.08825
2020-04-27 1374.93 1402.99 1398.691 1392.08800 6.60300
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-18 1.0 1.0 0.0
2019-06-19 1.0 0.0 1.0
2019-08-09 0.0 -1.0 0.0
2019-08-12 0.0 0.0 -1.0
2019-08-19 1.0 1.0 0.0
2019-08-20 1.0 0.0 1.0
2019-10-07 0.0 -1.0 0.0
2019-10-08 0.0 0.0 -1.0
2019-10-21 1.0 1.0 0.0
2019-10-22 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-24 1.0 1.0 0.0
2020-04-27 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_021_SlowMA_40_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-01 1824.05 1836.96 1758.963333 1750.68150 8.281833
2019-02-04 1840.39 1860.99 1771.970000 1750.62775 21.342250
2019-03-11 1721.69 1709.90 1810.498667 1811.91050 -1.411833
2019-03-12 1709.72 1736.00 1797.198667 1813.66325 -16.464583
2019-04-16 1851.80 1841.70 1786.830000 1783.22975 3.600250
2019-04-17 1848.63 1839.79 1792.675333 1781.07025 11.605083
2019-05-20 1769.73 1752.23 1794.852667 1803.50900 -8.656333
2019-05-21 1762.34 1772.19 1789.332667 1804.00400 -14.671333
2019-06-21 1859.36 1880.00 1789.205333 1778.72025 10.485083
2019-06-24 1880.97 1870.81 1803.895333 1778.79050 25.104833
2019-08-16 1929.00 1922.19 1885.480000 1886.79475 -1.314750
2019-08-19 1944.87 1943.73 1887.092000 1888.38800 -1.296000
2019-08-21 1945.69 1955.75 1892.888667 1892.73475 0.153917
2019-08-22 1962.45 1952.47 1897.729333 1895.79100 1.938333
2019-10-10 1942.69 1962.91 1971.371333 1977.03125 -5.659917
2019-10-11 1984.30 1977.18 1967.745333 1978.84400 -11.098667
2019-10-25 2020.13 2055.93 2001.680000 2001.56600 0.114000
2019-10-28 2053.02 2057.05 2008.712667 2003.83200 4.880667
2019-11-13 1855.59 1859.09 1982.344000 1987.34575 -5.001750
2019-11-14 1855.39 1865.55 1970.464000 1982.52025 -12.056250
2019-12-19 1996.00 2003.12 1938.291333 1937.53350 0.757833
2019-12-20 2017.00 2023.26 1946.240000 1937.02125 9.218750
2020-01-31 1865.93 1830.55 1985.558667 1998.39550 -12.836833
2020-02-03 1847.15 1839.03 1969.034000 1996.33300 -27.299000
2020-04-27 1374.93 1402.99 1395.578000 1392.08800 3.490000
2020-04-28 1434.20 1439.32 1401.087333 1384.84650 16.240833
trade_signal signal_change entry_exit
date
2019-02-01 1.0 1.0 0.0
2019-02-04 1.0 0.0 1.0
2019-03-11 0.0 -1.0 0.0
2019-03-12 0.0 0.0 -1.0
2019-04-16 1.0 1.0 0.0
2019-04-17 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-08-16 0.0 -1.0 0.0
2019-08-19 0.0 0.0 -1.0
2019-08-21 1.0 1.0 0.0
2019-08-22 1.0 0.0 1.0
2019-10-10 0.0 -1.0 0.0
2019-10-11 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-27 1.0 1.0 0.0
2020-04-28 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_022_SlowMA_40_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-05 1887.53 1902.26 1758.0720 1751.12825 6.94375
2019-02-06 1895.94 1906.93 1769.0725 1752.93875 16.13375
2019-03-14 1768.83 1743.88 1811.6985 1816.49825 -4.79975
2019-03-15 1751.79 1752.17 1804.1905 1818.28825 -14.09775
2019-04-17 1848.63 1839.79 1782.9725 1781.07025 1.90225
2019-04-18 1847.64 1844.31 1786.4700 1779.52025 6.94975
2019-05-22 1757.35 1745.02 1802.5290 1803.40775 -0.87875
2019-05-23 1746.95 1716.93 1795.0625 1802.52825 -7.46575
2019-06-25 1880.83 1845.47 1778.4780 1778.01925 0.45875
2019-06-26 1848.30 1830.22 1785.6930 1777.40000 8.29300
2019-08-27 1921.74 1919.99 1898.3940 1898.72025 -0.32625
2019-08-28 1911.80 1942.00 1901.1635 1899.57050 1.59300
2019-08-29 1966.43 1957.14 1905.0275 1900.50775 4.51975
2019-10-16 2016.80 2027.63 1981.9545 1984.65525 -2.70075
2019-10-17 2033.00 2028.53 1980.4525 1986.47475 -6.02225
2019-10-31 2046.08 2048.77 2010.3285 2009.98475 0.34375
2019-11-01 2023.62 2032.02 2012.7695 2011.59450 1.17500
2019-11-15 1873.85 1848.82 1976.3525 1977.95150 -1.59900
2019-11-18 1847.04 1838.03 1967.1420 1973.66700 -6.52500
2019-12-23 2026.01 2032.10 1941.0590 1936.42550 4.63350
2019-12-24 2032.24 2044.00 1948.3820 1936.09925 12.28275
2020-02-03 1847.15 1839.03 1994.2525 1996.33300 -2.08050
2020-02-04 1857.06 1864.51 1985.1080 1995.34025 -10.23225
2020-04-29 1487.83 1520.53 1382.7915 1380.78425 2.00725
2020-04-30 1514.53 1480.57 1393.2385 1374.49525 18.74325
trade_signal signal_change entry_exit
date
2019-02-05 1.0 1.0 0.0
2019-02-06 1.0 0.0 1.0
2019-03-14 0.0 -1.0 0.0
2019-03-15 0.0 0.0 -1.0
2019-04-17 1.0 1.0 0.0
2019-04-18 1.0 0.0 1.0
2019-05-22 0.0 -1.0 0.0
2019-05-23 0.0 0.0 -1.0
2019-06-25 1.0 1.0 0.0
2019-06-26 1.0 0.0 1.0
2019-08-27 0.0 -1.0 0.0
2019-08-28 1.0 1.0 -1.0
2019-08-29 1.0 0.0 1.0
2019-10-16 0.0 -1.0 0.0
2019-10-17 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2019-11-15 0.0 -1.0 0.0
2019-11-18 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-02-03 0.0 -1.0 0.0
2020-02-04 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_023_SlowMA_45_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-25 1811.99 1802.20 1762.284 1758.767333 3.516667
2019-01-28 1787.62 1813.60 1772.952 1759.514000 13.438000
2019-03-04 1723.66 1707.82 1788.134 1795.824889 -7.690889
2019-03-05 1715.00 1745.93 1754.174 1796.450000 -42.276000
2019-04-12 1827.87 1833.07 1808.170 1799.200222 8.969778
2019-04-15 1834.00 1846.23 1819.672 1798.647778 21.024222
2019-05-09 1729.43 1736.03 1779.448 1789.812222 -10.364222
2019-05-10 1825.00 1829.85 1780.604 1792.142000 -11.538000
2019-05-16 1790.00 1803.31 1798.704 1797.502889 1.201111
2019-05-17 1786.37 1787.29 1790.192 1798.467556 -8.275556
2019-05-20 1769.73 1752.23 1785.186 1798.468889 -13.282889
2019-06-13 1802.05 1809.52 1794.292 1788.770444 5.521556
2019-06-14 1808.20 1775.50 1793.734 1788.092667 5.641333
2019-08-06 1799.20 1786.52 1837.534 1856.022667 -18.488667
2019-08-07 1758.40 1821.56 1824.524 1857.678889 -33.154889
2019-08-12 1900.44 1916.89 1876.734 1868.288667 8.445333
2019-08-13 1907.67 1943.19 1908.068 1871.890222 36.177778
2019-10-08 1937.05 1938.19 1955.168 1964.290222 -9.122222
2019-10-09 1953.72 1943.33 1955.546 1967.774889 -12.228889
2019-10-15 1992.21 2016.39 1977.712 1975.510000 2.202000
2019-10-16 2016.80 2027.63 1994.572 1977.386444 17.185556
2019-11-07 1942.20 1849.93 1985.430 2007.256444 -21.826444
2019-11-08 1941.00 1879.19 1954.864 2005.291111 -50.427111
2019-12-16 1983.47 1995.02 1949.522 1947.937556 1.584444
2019-12-17 2000.00 2001.87 1968.970 1948.229111 20.740889
2020-01-27 1906.41 1908.89 1971.172 1986.318667 -15.146667
2020-01-28 1914.67 1917.45 1956.548 1987.777111 -31.229111
2020-04-29 1487.83 1520.53 1417.122 1415.046222 2.075778
2020-04-30 1514.53 1480.57 1441.236 1410.654444 30.581556
trade_signal signal_change entry_exit
date
2019-01-25 1.0 1.0 0.0
2019-01-28 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 0.0 -1.0 1.0
2019-05-20 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-06 0.0 -1.0 0.0
2019-08-07 0.0 0.0 -1.0
2019-08-12 1.0 1.0 0.0
2019-08-13 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-04-29 1.0 1.0 0.0
2020-04-30 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_024_SlowMA_45_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-30 1825.33 1818.70 1765.760 1762.106667 3.653333
2019-01-31 1820.37 1832.81 1780.984 1763.634000 17.350000
2019-03-07 1746.50 1725.01 1796.378 1797.302889 -0.924889
2019-03-08 1708.04 1715.82 1776.908 1797.172222 -20.264222
2019-04-16 1851.80 1841.70 1805.376 1798.130000 7.246000
2019-04-17 1848.63 1839.79 1811.862 1796.896667 14.965333
2019-05-14 1787.12 1793.67 1793.554 1795.368889 -1.814889
2019-05-15 1778.60 1789.43 1789.545 1796.556222 -7.011222
2019-06-19 1812.00 1842.06 1793.428 1786.638667 6.789333
2019-06-20 1862.07 1861.31 1804.073 1787.074444 16.998556
2019-08-14 1908.56 1891.19 1873.259 1873.836000 -0.577000
2019-08-15 1900.03 1904.67 1875.740 1876.186444 -0.446444
2019-08-16 1929.00 1922.19 1883.351 1878.690222 4.660778
2019-08-19 1944.87 1943.73 1898.864 1882.428667 16.435333
2019-10-08 1937.05 1938.19 1963.271 1964.290222 -1.019222
2019-10-09 1953.72 1943.33 1958.251 1967.774889 -9.523889
2019-10-17 2033.00 2028.53 1981.767 1980.438444 1.328556
2019-10-18 2030.86 2013.53 1984.800 1982.857556 1.942444
2019-11-08 1941.00 1879.19 2000.451 2005.291111 -4.840111
2019-11-11 1869.00 1896.04 1984.350 2003.153111 -18.803111
2019-12-18 2008.67 1991.51 1948.127 1947.676222 0.450778
2019-12-19 1996.00 2003.12 1958.017 1947.131556 10.885444
2020-01-29 1924.04 1893.95 1984.186 1988.235778 -4.049778
2020-01-30 1871.42 1872.09 1964.879 1988.114889 -23.235889
2020-04-30 1514.53 1480.57 1414.590 1410.654444 3.935556
2020-05-01 1442.75 1448.79 1412.382 1405.964222 6.417778
trade_signal signal_change entry_exit
date
2019-01-30 1.0 1.0 0.0
2019-01-31 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-04-16 1.0 1.0 0.0
2019-04-17 1.0 0.0 1.0
2019-05-14 0.0 -1.0 0.0
2019-05-15 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-08-14 0.0 -1.0 0.0
2019-08-15 0.0 0.0 -1.0
2019-08-16 1.0 1.0 0.0
2019-08-19 1.0 0.0 1.0
2019-10-08 0.0 -1.0 0.0
2019-10-09 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-01-29 0.0 -1.0 0.0
2020-01-30 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_025_SlowMA_45_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-04 1840.39 1860.99 1771.970000 1765.209556 6.760444
2019-02-05 1887.53 1902.26 1785.928667 1765.938667 19.990000
2019-03-12 1709.72 1736.00 1797.198667 1798.621778 -1.423111
2019-03-13 1740.44 1760.71 1786.168000 1799.708222 -13.540222
2019-04-18 1847.64 1844.31 1800.370000 1795.215333 5.154667
2019-04-22 1833.93 1844.17 1806.987333 1793.922889 13.064444
2019-05-20 1769.73 1752.23 1794.852667 1798.468889 -3.616222
2019-05-21 1762.34 1772.19 1789.332667 1798.821333 -9.488667
2019-06-21 1859.36 1880.00 1789.205333 1787.968000 1.237333
2019-06-24 1880.97 1870.81 1803.895333 1788.556889 15.338444
2019-10-11 1984.30 1977.18 1967.745333 1971.719778 -3.974444
2019-10-14 1964.52 1988.75 1966.368000 1973.298889 -6.930889
2019-10-23 2019.66 2032.23 1991.344667 1989.017556 2.327111
2019-10-24 2035.00 2043.75 1996.831333 1990.973111 5.858222
2019-11-12 1901.35 1875.84 1993.886667 1999.977111 -6.090444
2019-11-13 1855.59 1859.09 1982.344000 1995.731111 -13.387111
2019-12-23 2026.01 2032.10 1956.084000 1947.427111 8.656889
2019-12-24 2032.24 2044.00 1967.018667 1947.910667 19.108000
2020-01-31 1865.93 1830.55 1985.558667 1986.626222 -1.067556
2020-02-03 1847.15 1839.03 1969.034000 1985.550000 -16.516000
2020-04-30 1514.53 1480.57 1417.932000 1410.654444 7.277556
2020-05-01 1442.75 1448.79 1419.808667 1405.964222 13.844444
trade_signal signal_change entry_exit
date
2019-02-04 1.0 1.0 0.0
2019-02-05 1.0 0.0 1.0
2019-03-12 0.0 -1.0 0.0
2019-03-13 0.0 0.0 -1.0
2019-04-18 1.0 1.0 0.0
2019-04-22 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-10-11 0.0 -1.0 0.0
2019-10-14 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-01-31 0.0 -1.0 0.0
2020-02-03 0.0 0.0 -1.0
2020-04-30 1.0 1.0 0.0
2020-05-01 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_026_SlowMA_45_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-06 1895.94 1906.93 1769.0725 1766.867111 2.205389
2019-02-07 1892.10 1877.06 1780.4510 1766.537778 13.913222
2019-03-18 1757.71 1756.33 1795.3285 1805.011333 -9.682833
2019-03-19 1751.05 1764.03 1786.7550 1807.192222 -20.437222
2019-04-23 1849.23 1887.73 1799.3660 1792.904222 6.461778
2019-04-24 1887.14 1867.28 1804.2865 1791.388222 12.898278
2019-05-23 1746.95 1716.93 1795.0625 1797.121111 -2.058611
2019-05-24 1731.52 1708.48 1787.0865 1795.657111 -8.570611
2019-06-27 1835.00 1845.17 1794.2985 1786.816444 7.482056
2019-06-28 1852.58 1874.71 1805.2230 1787.004222 18.218778
2019-10-18 2030.86 2013.53 1979.5505 1982.857556 -3.307056
2019-10-21 2022.68 2022.24 1980.1920 1985.080889 -4.888889
2019-10-28 2053.02 2057.05 1997.3185 1996.791778 0.526722
2019-10-29 2054.14 2042.80 2000.5570 1999.591556 0.965444
2019-11-13 1855.59 1859.09 1992.7370 1995.731111 -2.994111
2019-11-14 1855.39 1865.55 1984.5880 1991.823111 -7.235111
2019-12-24 2032.24 2044.00 1948.3820 1947.910667 0.471333
2019-12-26 2049.34 2064.32 1957.2250 1948.827778 8.397222
2020-02-05 1898.70 1939.29 1978.6700 1985.401556 -6.731556
2020-02-06 1958.90 1960.90 1973.5700 1987.100667 -13.530667
2020-05-04 1415.73 1413.30 1411.8090 1399.689556 12.119444
2020-05-05 1443.25 1393.20 1413.6350 1392.227778 21.407222
trade_signal signal_change entry_exit
date
2019-02-06 1.0 1.0 0.0
2019-02-07 1.0 0.0 1.0
2019-03-18 0.0 -1.0 0.0
2019-03-19 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-10-18 0.0 -1.0 0.0
2019-10-21 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-24 1.0 1.0 0.0
2019-12-26 1.0 0.0 1.0
2020-02-05 0.0 -1.0 0.0
2020-02-06 0.0 0.0 -1.0
2020-05-04 1.0 1.0 0.0
2020-05-05 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_027_SlowMA_50_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-28 1787.62 1813.60 1772.952 1770.0154 2.9366
2019-01-29 1816.62 1808.80 1792.916 1767.9898 24.9262
2019-03-05 1715.00 1745.93 1754.174 1784.3340 -30.1600
2019-03-06 1748.37 1751.62 1723.298 1785.2628 -61.9648
2019-04-12 1827.87 1833.07 1808.170 1806.9642 1.2058
2019-04-15 1834.00 1846.23 1819.672 1807.1496 12.5224
2019-05-09 1729.43 1736.03 1779.448 1783.1608 -3.7128
2019-05-10 1825.00 1829.85 1780.604 1785.8170 -5.2130
2019-05-16 1790.00 1803.31 1798.704 1790.7014 8.0026
2019-05-17 1786.37 1787.29 1790.192 1791.9470 -1.7550
2019-05-20 1769.73 1752.23 1785.186 1792.6752 -7.4892
2019-06-13 1802.05 1809.52 1794.292 1788.0568 6.2352
2019-06-14 1808.20 1775.50 1793.734 1788.0682 5.6658
2019-08-07 1758.40 1821.56 1824.524 1840.1648 -15.6408
2019-08-08 1900.00 1941.01 1836.754 1845.2666 -8.5126
2019-08-09 1926.54 1917.69 1851.076 1850.1592 0.9168
2019-08-12 1900.44 1916.89 1876.734 1855.3726 21.3614
2019-10-10 1942.69 1962.91 1955.838 1956.2768 -0.4388
2019-10-11 1984.30 1977.18 1954.634 1958.2232 -3.5892
2019-10-14 1964.52 1988.75 1962.072 1961.0766 0.9954
2019-10-15 1992.21 2016.39 1977.712 1965.6324 12.0796
2019-11-07 1942.20 1849.93 1985.430 2002.9020 -17.4720
2019-11-08 1941.00 1879.19 1954.864 2001.3430 -46.4790
2019-12-16 1983.47 1995.02 1949.522 1948.6072 0.9148
2019-12-17 2000.00 2001.87 1968.970 1949.6134 19.3566
2020-01-27 1906.41 1908.89 1971.172 1972.8226 -1.6506
2020-01-28 1914.67 1917.45 1956.548 1973.9898 -17.4418
2020-05-01 1442.75 1448.79 1458.440 1441.0856 17.3544
2020-05-04 1415.73 1413.30 1460.502 1430.7772 29.7248
trade_signal signal_change entry_exit
date
2019-01-28 1.0 1.0 0.0
2019-01-29 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-04-12 1.0 1.0 0.0
2019-04-15 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-05-16 1.0 1.0 0.0
2019-05-17 0.0 -1.0 1.0
2019-05-20 0.0 0.0 -1.0
2019-06-13 1.0 1.0 0.0
2019-06-14 1.0 0.0 1.0
2019-08-07 0.0 -1.0 0.0
2019-08-08 0.0 0.0 -1.0
2019-08-09 1.0 1.0 0.0
2019-08-12 1.0 0.0 1.0
2019-10-10 0.0 -1.0 0.0
2019-10-11 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-11-07 0.0 -1.0 0.0
2019-11-08 0.0 0.0 -1.0
2019-12-16 1.0 1.0 0.0
2019-12-17 1.0 0.0 1.0
2020-01-27 0.0 -1.0 0.0
2020-01-28 0.0 0.0 -1.0
2020-05-01 1.0 1.0 0.0
2020-05-04 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_028_SlowMA_50_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-31 1820.37 1832.81 1780.984 1765.4752 15.5088
2019-02-01 1824.05 1836.96 1792.229 1765.1080 27.1210
2019-03-08 1708.04 1715.82 1776.908 1789.0750 -12.1670
2019-03-11 1721.69 1709.90 1758.895 1789.2080 -30.3130
2019-04-17 1848.63 1839.79 1811.862 1805.5144 6.3476
2019-04-18 1847.64 1844.31 1818.233 1804.2620 13.9710
2019-05-15 1778.60 1789.43 1789.545 1789.6676 -0.1226
2019-05-16 1790.00 1803.31 1789.076 1790.7014 -1.6254
2019-06-19 1812.00 1842.06 1793.428 1789.9420 3.4860
2019-06-20 1862.07 1861.31 1804.073 1791.2788 12.7942
2019-11-08 1941.00 1879.19 2000.451 2001.3430 -0.8920
2019-11-11 1869.00 1896.04 1984.350 1999.9356 -15.5856
2019-12-19 1996.00 2003.12 1958.017 1951.8756 6.1414
2019-12-20 2017.00 2023.26 1967.316 1953.0826 14.2334
2020-01-30 1871.42 1872.09 1964.879 1975.0232 -10.1442
2020-01-31 1865.93 1830.55 1942.459 1974.8736 -32.4146
2020-05-06 1397.46 1378.91 1420.038 1415.8370 4.2010
2020-05-07 1392.26 1443.91 1428.429 1411.1512 17.2778
trade_signal signal_change entry_exit
date
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-04-17 1.0 1.0 0.0
2019-04-18 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-11-08 0.0 -1.0 0.0
2019-11-11 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-01-30 0.0 -1.0 0.0
2020-01-31 0.0 0.0 -1.0
2020-05-06 1.0 1.0 0.0
2020-05-07 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_029_SlowMA_50_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-04 1840.39 1860.99 1771.970000 1766.7278 5.242200
2019-02-05 1887.53 1902.26 1785.928667 1769.7644 16.164267
2019-03-13 1740.44 1760.71 1786.168000 1790.4696 -4.301600
2019-03-14 1768.83 1743.88 1775.339333 1790.8988 -15.559467
2019-04-22 1833.93 1844.17 1806.987333 1803.6042 3.383133
2019-04-23 1849.23 1887.73 1815.554000 1803.9370 11.617000
2019-05-21 1762.34 1772.19 1789.332667 1793.9210 -4.588333
2019-05-22 1757.35 1745.02 1783.699333 1794.1014 -10.402067
2019-06-24 1880.97 1870.81 1803.895333 1793.8032 10.092133
2019-06-25 1880.83 1845.47 1810.458000 1794.0512 16.406800
2019-10-16 2016.80 2027.63 1970.358000 1970.4546 -0.096600
2019-10-17 2033.00 2028.53 1973.696667 1974.5940 -0.897333
2019-10-18 2030.86 2013.53 1978.315333 1976.0444 2.270933
2019-10-21 2022.68 2022.24 1982.290667 1978.1354 4.155267
2019-11-12 1901.35 1875.84 1993.886667 1998.6168 -4.730133
2019-11-13 1855.59 1859.09 1982.344000 1996.6228 -14.278800
2019-12-23 2026.01 2032.10 1956.084000 1954.1810 1.903000
2019-12-24 2032.24 2044.00 1967.018667 1955.2860 11.732667
2020-02-03 1847.15 1839.03 1969.034000 1974.7482 -5.714200
2020-02-04 1857.06 1864.51 1954.634667 1975.0020 -20.367333
2020-05-07 1392.26 1443.91 1414.934000 1411.1512 3.782800
2020-05-08 1416.69 1430.83 1412.264667 1406.5708 5.693867
trade_signal signal_change entry_exit
date
2019-02-04 1.0 1.0 0.0
2019-02-05 1.0 0.0 1.0
2019-03-13 0.0 -1.0 0.0
2019-03-14 0.0 0.0 -1.0
2019-04-22 1.0 1.0 0.0
2019-04-23 1.0 0.0 1.0
2019-05-21 0.0 -1.0 0.0
2019-05-22 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-10-16 0.0 -1.0 0.0
2019-10-17 0.0 0.0 -1.0
2019-10-18 1.0 1.0 0.0
2019-10-21 1.0 0.0 1.0
2019-11-12 0.0 -1.0 0.0
2019-11-13 0.0 0.0 -1.0
2019-12-23 1.0 1.0 0.0
2019-12-24 1.0 0.0 1.0
2020-02-03 0.0 -1.0 0.0
2020-02-04 0.0 0.0 -1.0
2020-05-07 1.0 1.0 0.0
2020-05-08 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_030_SlowMA_50_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-02-07 1892.10 1877.06 1780.4510 1774.9546 5.4964
2019-02-08 1892.37 1871.09 1790.1390 1776.3276 13.8114
2019-03-19 1751.05 1764.03 1786.7550 1794.3020 -7.5470
2019-03-20 1766.78 1774.43 1779.1680 1795.5542 -16.3862
2019-04-24 1887.14 1867.28 1804.2865 1803.9826 0.3039
2019-04-25 1870.65 1866.26 1809.9940 1803.4020 6.5920
2019-05-24 1731.52 1708.48 1787.0865 1792.5178 -5.4313
2019-05-28 1707.59 1685.80 1777.5605 1791.1904 -13.6299
2019-06-27 1835.00 1845.17 1794.2985 1793.8004 0.4981
2019-06-28 1852.58 1874.71 1805.2230 1794.4988 10.7242
2019-11-13 1855.59 1859.09 1992.7370 1996.6228 -3.8858
2019-11-14 1855.39 1865.55 1984.5880 1994.0450 -9.4570
2019-12-26 2049.34 2064.32 1957.2250 1956.2446 0.9804
2019-12-27 2063.00 2072.54 1965.5295 1957.1428 8.3867
2020-02-06 1958.90 1960.90 1973.5700 1977.9890 -4.4190
2020-02-07 1950.23 1909.59 1964.8350 1978.2300 -13.3950
2020-05-07 1392.26 1443.91 1417.3545 1411.1512 6.2033
2020-05-08 1416.69 1430.83 1417.8640 1406.5708 11.2932
trade_signal signal_change entry_exit
date
2019-02-07 1.0 1.0 0.0
2019-02-08 1.0 0.0 1.0
2019-03-19 0.0 -1.0 0.0
2019-03-20 0.0 0.0 -1.0
2019-04-24 1.0 1.0 0.0
2019-04-25 1.0 0.0 1.0
2019-05-24 0.0 -1.0 0.0
2019-05-28 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-11-13 0.0 -1.0 0.0
2019-11-14 0.0 0.0 -1.0
2019-12-26 1.0 1.0 0.0
2019-12-27 1.0 0.0 1.0
2020-02-06 0.0 -1.0 0.0
2020-02-07 0.0 0.0 -1.0
2020-05-07 1.0 1.0 0.0
2020-05-08 1.0 0.0 1.0
In [17]:
if verbose:
for key in model_collection:
graph_data = model_collection[key].copy()
title_string = "Simple Moving Average Crossover Model for " + key
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 4. Back-test Model¶
In [18]:
def trading_portfolio_generation(initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sold_transaction'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_onhand'] = initial_capital
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_position'] = initial_capital
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
recent_cost = 0
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund
return portfolio
In [19]:
portfolio_collection = {}
# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])
for key in model_collection:
print('Processing portfolio for model:', key)
portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
print(trade_transactions)
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
if initial_capital != 0:
return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
else:
return_percentage = None
if trade_transactions.iloc[-1]['trade_action'] == 1:
print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
else:
print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: SMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-02-27 00:00:00 at the price of 1906.0
BOUGHT QTY: 1 on 2019-03-14 00:00:00 at the price of 1768.83
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 1759.99
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-23 00:00:00 at the price of 1746.95
BOUGHT QTY: 1 on 2019-06-07 00:00:00 at the price of 1765.25
SOLD QTY: -1 on 2019-07-12 00:00:00 at the price of 1878.02
BOUGHT QTY: 1 on 2019-07-22 00:00:00 at the price of 1883.65
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-08-29 00:00:00 at the price of 1966.43
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-09-24 00:00:00 at the price of 2012.82
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-05 00:00:00 at the price of 2008.99
BOUGHT QTY: 1 on 2019-11-26 00:00:00 at the price of 1899.7
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-10 00:00:00 at the price of 1901.69
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-03-30 00:00:00 at the price of 1261.27
SOLD QTY: -1 on 2020-04-06 00:00:00 at the price of 1303.28
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-23 00:00:00 at the price of 1354.05
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-08 00:00:00 at the price of 1416.69
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-15 00:00:00 at the price of 1567.66
BOUGHT QTY: 1 on 2020-06-25 00:00:00 at the price of 1585.81
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-02-27 -1 0 0 1906 158.98
2019-03-14 1 1 1768.83 0 0
2019-03-28 -1 0 0 1759.99 -8.84
2019-04-04 1 1 1775.31 0 0
2019-05-03 -1 0 0 1816.17 40.86
2019-05-17 1 1 1786.37 0 0
2019-05-23 -1 0 0 1746.95 -39.42
2019-06-07 1 1 1765.25 0 0
2019-07-12 -1 0 0 1878.02 112.77
2019-07-22 1 1 1883.65 0 0
2019-08-05 -1 0 0 1819.98 -63.67
2019-08-13 1 1 1907.67 0 0
2019-08-29 -1 0 0 1966.43 58.76
2019-09-03 1 1 1956.56 0 0
2019-09-24 -1 0 0 2012.82 56.26
2019-10-16 1 1 2016.8 0 0
2019-11-05 -1 0 0 2008.99 -7.81
2019-11-26 1 1 1899.7 0 0
2020-01-21 -1 0 0 2006 106.3
2020-02-10 1 1 1901.69 0 0
2020-02-25 -1 0 0 1803 -98.69
2020-03-30 1 1 1261.27 0 0
2020-04-06 -1 0 0 1303.28 42.01
2020-04-09 1 1 1424.76 0 0
2020-04-23 -1 0 0 1354.05 -70.71
2020-04-30 1 1 1514.53 0 0
2020-05-08 -1 0 0 1416.69 -97.84
2020-05-19 1 1 1556.29 0 0
2020-06-15 -1 0 0 1567.66 11.37
2020-06-25 1 1 1585.81 0 0
2020-06-26 -1 0 0 1597.3 11.49
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-02-27 158.98 0 158.98 158.98
2019-03-14 -1609.85 1743.88 134.03 134.03
2019-03-28 150.14 0 150.14 150.14
2019-04-04 -1625.17 1780.6 155.43 155.43
2019-05-03 191 0 191 191
2019-05-17 -1595.37 1787.29 191.92 191.92
2019-05-23 151.58 0 151.58 151.58
2019-06-07 -1613.67 1778.29 164.62 164.62
2019-07-12 264.35 0 264.35 264.35
2019-07-22 -1619.3 1893.7 274.4 274.4
2019-08-05 200.68 0 200.68 200.68
2019-08-13 -1706.99 1943.19 236.2 236.2
2019-08-29 259.44 0 259.44 259.44
2019-09-03 -1697.12 1941.78 244.66 244.66
2019-09-24 315.7 0 315.7 315.7
2019-10-16 -1701.1 2027.63 326.53 326.53
2019-11-05 307.89 0 307.89 307.89
2019-11-26 -1591.81 1887.46 295.65 295.65
2020-01-21 414.19 0 414.19 414.19
2020-02-10 -1487.5 1886.64 399.14 399.14
2020-02-25 315.5 0 315.5 315.5
2020-03-30 -945.77 1308.23 362.46 362.46
2020-04-06 357.51 0 357.51 357.51
2020-04-09 -1067.25 1420.64 353.39 353.39
2020-04-23 286.8 0 286.8 286.8
2020-04-30 -1227.73 1480.57 252.84 252.84
2020-05-08 188.96 0 188.96 188.96
2020-05-19 -1367.33 1547.56 180.23 180.23
2020-06-15 200.33 0 200.33 200.33
2020-06-25 -1385.48 1615.39 229.91 229.91
2020-06-26 211.82 0 211.82 211.82
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $211.82
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-20 00:00:00 at the price of 1766.78
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 1736.6
BOUGHT QTY: 1 on 2019-04-01 00:00:00 at the price of 1755.08
SOLD QTY: -1 on 2019-04-02 00:00:00 at the price of 1766.03
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 1788.03
SOLD QTY: -1 on 2019-05-03 00:00:00 at the price of 1816.17
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 1782.57
SOLD QTY: -1 on 2019-07-15 00:00:00 at the price of 1881.89
BOUGHT QTY: 1 on 2019-07-25 00:00:00 at the price of 1911.99
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-08-29 00:00:00 at the price of 1966.43
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-09-26 00:00:00 at the price of 1994.08
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-06 00:00:00 at the price of 2018.56
BOUGHT QTY: 1 on 2019-11-27 00:00:00 at the price of 1893.0
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 2006.0
BOUGHT QTY: 1 on 2020-02-12 00:00:00 at the price of 1923.95
SOLD QTY: -1 on 2020-02-26 00:00:00 at the price of 1731.22
BOUGHT QTY: 1 on 2020-03-31 00:00:00 at the price of 1303.01
SOLD QTY: -1 on 2020-04-27 00:00:00 at the price of 1374.93
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
SOLD QTY: -1 on 2020-05-11 00:00:00 at the price of 1427.02
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 1716.32
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-03-20 1 1 1766.78 0 0
2019-03-29 -1 0 0 1736.6 -30.18
2019-04-01 1 1 1755.08 0 0
2019-04-02 -1 0 0 1766.03 10.95
2019-04-05 1 1 1788.03 0 0
2019-05-03 -1 0 0 1816.17 28.14
2019-06-10 1 1 1782.57 0 0
2019-07-15 -1 0 0 1881.89 99.32
2019-07-25 1 1 1911.99 0 0
2019-08-05 -1 0 0 1819.98 -92.01
2019-08-14 1 1 1908.56 0 0
2019-08-29 -1 0 0 1966.43 57.87
2019-09-03 1 1 1956.56 0 0
2019-09-26 -1 0 0 1994.08 37.52
2019-10-16 1 1 2016.8 0 0
2019-11-06 -1 0 0 2018.56 1.76
2019-11-27 1 1 1893 0 0
2020-01-21 -1 0 0 2006 113
2020-02-12 1 1 1923.95 0 0
2020-02-26 -1 0 0 1731.22 -192.73
2020-03-31 1 1 1303.01 0 0
2020-04-27 -1 0 0 1374.93 71.92
2020-04-30 1 1 1514.53 0 0
2020-05-11 -1 0 0 1427.02 -87.51
2020-05-20 1 1 1578.52 0 0
2020-06-16 -1 0 0 1716.32 137.8
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-03-20 -1801.76 1774.43 -27.33 -27.33
2019-03-29 -65.16 0 -65.16 -65.16
2019-04-01 -1820.24 1759.23 -61.01 -61.01
2019-04-02 -54.21 0 -54.21 -54.21
2019-04-05 -1842.24 1769.45 -72.79 -72.79
2019-05-03 -26.07 0 -26.07 -26.07
2019-06-10 -1808.64 1781.12 -27.52 -27.52
2019-07-15 73.25 0 73.25 73.25
2019-07-25 -1838.74 1926.13 87.39 87.39
2019-08-05 -18.76 0 -18.76 -18.76
2019-08-14 -1927.32 1891.19 -36.13 -36.13
2019-08-29 39.11 0 39.11 39.11
2019-09-03 -1917.45 1941.78 24.33 24.33
2019-09-26 76.63 0 76.63 76.63
2019-10-16 -1940.17 2027.63 87.46 87.46
2019-11-06 78.39 0 78.39 78.39
2019-11-27 -1814.61 1906.45 91.84 91.84
2020-01-21 191.39 0 191.39 191.39
2020-02-12 -1732.56 1960.36 227.8 227.8
2020-02-26 -1.34 0 -1.34 -1.34
2020-03-31 -1304.35 1345.32 40.97 40.97
2020-04-27 70.58 0 70.58 70.58
2020-04-30 -1443.95 1480.57 36.62 36.62
2020-05-11 -16.93 0 -16.93 -16.93
2020-05-20 -1595.45 1599.15 3.7 3.7
2020-06-16 120.87 0 120.87 120.87
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $120.87
The current status of the model is: Waiting to enter since 2020-06-16 00:00:00
Processing portfolio for model: SMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 1640.0
SOLD QTY: -1 on 2019-01-16 00:00:00 at the price of 1693.42
BOUGHT QTY: 1 on 2019-01-24 00:00:00 at the price of 1748.98
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 1765.8
SOLD QTY: -1 on 2019-04-03 00:00:00 at the price of 1778.47
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-12 00:00:00 at the price of 1804.17
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 1896.03
BOUGHT QTY: 1 on 2019-07-26 00:00:00 at the price of 1940.0
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-03 00:00:00 at the price of 1865.39
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-27 00:00:00 at the price of 1612.98
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 1303.28
SOLD QTY: -1 on 2020-04-29 00:00:00 at the price of 1487.83
BOUGHT QTY: 1 on 2020-05-06 00:00:00 at the price of 1397.46
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 1605.0
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 1640 0 0
2019-01-16 -1 0 0 1693.42 53.42
2019-01-24 1 1 1748.98 0 0
2019-03-04 -1 0 0 1723.66 -25.32
2019-03-21 1 1 1765.8 0 0
2019-04-03 -1 0 0 1778.47 12.67
2019-04-08 1 1 1767.92 0 0
2019-05-08 -1 0 0 1765.01 -2.91
2019-06-12 1 1 1804.17 0 0
2019-07-19 -1 0 0 1896.03 91.86
2019-07-26 1 1 1940 0 0
2019-08-07 -1 0 0 1758.4 -181.6
2019-08-20 1 1 1942.51 0 0
2019-09-30 -1 0 0 1953 10.49
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-03 1 1 1865.39 0 0
2020-01-23 -1 0 0 1986.24 120.85
2020-02-18 1 1 1972.25 0 0
2020-02-27 -1 0 0 1612.98 -359.27
2020-04-06 1 1 1303.28 0 0
2020-04-29 -1 0 0 1487.83 184.55
2020-05-06 1 1 1397.46 0 0
2020-05-14 -1 0 0 1348.74 -48.72
2020-05-21 1 1 1605 0 0
2020-06-22 -1 0 0 1609.74 4.74
cash_onhand position_value total_position accumu_return
date
2019-01-10 -1640 1677.33 37.33 37.33
2019-01-16 53.42 0 53.42 53.42
2019-01-24 -1695.56 1795.67 100.11 100.11
2019-03-04 28.1 0 28.1 28.1
2019-03-21 -1737.7 1774.36 36.66 36.66
2019-04-03 40.77 0 40.77 40.77
2019-04-08 -1727.15 1788.72 61.57 61.57
2019-05-08 37.86 0 37.86 37.86
2019-06-12 -1766.31 1798.9 32.59 32.59
2019-07-19 129.72 0 129.72 129.72
2019-07-26 -1810.28 1966.85 156.57 156.57
2019-08-07 -51.88 0 -51.88 -51.88
2019-08-20 -1994.39 1934.4 -59.99 -59.99
2019-09-30 -41.39 0 -41.39 -41.39
2019-10-17 -2074.39 2028.53 -45.86 -45.86
2019-11-08 -133.39 0 -133.39 -133.39
2019-12-03 -1998.78 1879.98 -118.8 -118.8
2020-01-23 -12.54 0 -12.54 -12.54
2020-02-18 -1984.79 1976.28 -8.51 -8.51
2020-02-27 -371.81 0 -371.81 -371.81
2020-04-06 -1675.09 1356.68 -318.41 -318.41
2020-04-29 -187.26 0 -187.26 -187.26
2020-05-06 -1584.72 1378.91 -205.81 -205.81
2020-05-14 -235.98 0 -235.98 -235.98
2020-05-21 -1840.98 1595.68 -245.3 -245.3
2020-06-22 -231.24 0 -231.24 -231.24
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-231.24
The current status of the model is: Waiting to enter since 2020-06-22 00:00:00
Processing portfolio for model: SMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-18 00:00:00 at the price of 1747.02
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-03-26 00:00:00 at the price of 1761.2
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-27 00:00:00 at the price of 1969.56
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-03 00:00:00 at the price of 1865.39
SOLD QTY: -1 on 2020-01-22 00:00:00 at the price of 2004.33
BOUGHT QTY: 1 on 2020-02-18 00:00:00 at the price of 1972.25
SOLD QTY: -1 on 2020-02-26 00:00:00 at the price of 1731.22
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 1424.76
SOLD QTY: -1 on 2020-04-28 00:00:00 at the price of 1434.2
BOUGHT QTY: 1 on 2020-04-29 00:00:00 at the price of 1487.83
SOLD QTY: -1 on 2020-05-08 00:00:00 at the price of 1416.69
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-17 00:00:00 at the price of 1677.92
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-18 1 1 1747.02 0 0
2019-03-01 -1 0 0 1708.2 -38.82
2019-03-26 1 1 1761.2 0 0
2019-05-07 -1 0 0 1781.45 20.25
2019-06-11 1 1 1799.5 0 0
2019-08-05 -1 0 0 1819.98 20.48
2019-08-14 1 1 1908.56 0 0
2019-09-27 -1 0 0 1969.56 61
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-03 1 1 1865.39 0 0
2020-01-22 -1 0 0 2004.33 138.94
2020-02-18 1 1 1972.25 0 0
2020-02-26 -1 0 0 1731.22 -241.03
2020-04-09 1 1 1424.76 0 0
2020-04-28 -1 0 0 1434.2 9.44
2020-04-29 1 1 1487.83 0 0
2020-05-08 -1 0 0 1416.69 -71.14
2020-05-19 1 1 1556.29 0 0
2020-06-17 -1 0 0 1677.92 121.63
cash_onhand position_value total_position accumu_return
date
2019-01-18 -1747.02 1760.26 13.24 13.24
2019-03-01 -38.82 0 -38.82 -38.82
2019-03-26 -1800.02 1768.87 -31.15 -31.15
2019-05-07 -18.57 0 -18.57 -18.57
2019-06-11 -1818.07 1803.63 -14.44 -14.44
2019-08-05 1.91 0 1.91 1.91
2019-08-14 -1906.65 1891.19 -15.46 -15.46
2019-09-27 62.91 0 62.91 62.91
2019-10-17 -1970.09 2028.53 58.44 58.44
2019-11-08 -29.09 0 -29.09 -29.09
2019-12-03 -1894.48 1879.98 -14.5 -14.5
2020-01-22 109.85 0 109.85 109.85
2020-02-18 -1862.4 1976.28 113.88 113.88
2020-02-26 -131.18 0 -131.18 -131.18
2020-04-09 -1555.94 1420.64 -135.3 -135.3
2020-04-28 -121.74 0 -121.74 -121.74
2020-04-29 -1609.57 1520.53 -89.04 -89.04
2020-05-08 -192.88 0 -192.88 -192.88
2020-05-19 -1749.17 1547.56 -201.61 -201.61
2020-06-17 -71.25 0 -71.25 -71.25
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-71.25
The current status of the model is: Waiting to enter since 2020-06-17 00:00:00
Processing portfolio for model: SMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-03-27 00:00:00 at the price of 1768.98
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-07-22 00:00:00 at the price of 1883.65
BOUGHT QTY: 1 on 2019-07-23 00:00:00 at the price of 1898.63
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-02 00:00:00 at the price of 1969.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-05 00:00:00 at the price of 1929.0
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-28 00:00:00 at the price of 1643.64
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 1382.65
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 1609.74
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-04 -1 0 0 1723.66 -19.52
2019-03-27 1 1 1768.98 0 0
2019-05-09 -1 0 0 1729.43 -39.55
2019-06-14 1 1 1808.2 0 0
2019-07-22 -1 0 0 1883.65 75.45
2019-07-23 1 1 1898.63 0 0
2019-08-08 -1 0 0 1900 1.37
2019-08-20 1 1 1942.51 0 0
2019-10-02 -1 0 0 1969 26.49
2019-10-18 1 1 2030.86 0 0
2019-11-11 -1 0 0 1869 -161.86
2019-12-05 1 1 1929 0 0
2020-01-23 -1 0 0 1986.24 57.24
2020-02-19 1 1 1982.76 0 0
2020-02-28 -1 0 0 1643.64 -339.12
2020-04-08 1 1 1382.65 0 0
2020-05-15 -1 0 0 1377.01 -5.64
2020-05-19 1 1 1556.29 0 0
2020-06-22 -1 0 0 1609.74 53.45
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-04 -19.52 0 -19.52 -19.52
2019-03-27 -1788.5 1752.11 -36.39 -36.39
2019-05-09 -59.07 0 -59.07 -59.07
2019-06-14 -1867.27 1775.5 -91.77 -91.77
2019-07-22 16.38 0 16.38 16.38
2019-07-23 -1882.25 1900.25 18 18
2019-08-08 17.75 0 17.75 17.75
2019-08-20 -1924.76 1934.4 9.64 9.64
2019-10-02 44.24 0 44.24 44.24
2019-10-18 -1986.62 2013.53 26.91 26.91
2019-11-11 -117.62 0 -117.62 -117.62
2019-12-05 -2046.62 1904.22 -142.4 -142.4
2020-01-23 -60.38 0 -60.38 -60.38
2020-02-19 -2043.14 1968.49 -74.65 -74.65
2020-02-28 -399.5 0 -399.5 -399.5
2020-04-08 -1782.15 1372.06 -410.09 -410.09
2020-05-15 -405.14 0 -405.14 -405.14
2020-05-19 -1961.43 1547.56 -413.87 -413.87
2020-06-22 -351.69 0 -351.69 -351.69
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-351.69
The current status of the model is: Waiting to enter since 2020-06-22 00:00:00
Processing portfolio for model: SMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-17 00:00:00 at the price of 1681.73
SOLD QTY: -1 on 2019-01-25 00:00:00 at the price of 1811.99
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-03-28 00:00:00 at the price of 1759.99
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-07-29 00:00:00 at the price of 1958.78
BOUGHT QTY: 1 on 2019-08-01 00:00:00 at the price of 1885.47
SOLD QTY: -1 on 2019-08-15 00:00:00 at the price of 1900.03
BOUGHT QTY: 1 on 2019-08-26 00:00:00 at the price of 1918.24
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-22 00:00:00 at the price of 2029.04
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-06 00:00:00 at the price of 1923.27
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-24 00:00:00 at the price of 1830.93
SOLD QTY: -1 on 2020-03-02 00:00:00 at the price of 1709.75
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 1413.19
SOLD QTY: -1 on 2020-05-07 00:00:00 at the price of 1392.26
BOUGHT QTY: 1 on 2020-05-13 00:00:00 at the price of 1379.34
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-17 1 1 1681.73 0 0
2019-01-25 -1 0 0 1811.99 130.26
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-03-28 1 1 1759.99 0 0
2019-05-10 -1 0 0 1825 65.01
2019-06-18 1 1 1808.38 0 0
2019-07-29 -1 0 0 1958.78 150.4
2019-08-01 1 1 1885.47 0 0
2019-08-15 -1 0 0 1900.03 14.56
2019-08-26 1 1 1918.24 0 0
2019-10-04 -1 0 0 1970.64 52.4
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-06 1 1 1923.27 0 0
2020-01-24 -1 0 0 1998 74.73
2020-02-24 1 1 1830.93 0 0
2020-03-02 -1 0 0 1709.75 -121.18
2020-04-13 1 1 1413.19 0 0
2020-05-07 -1 0 0 1392.26 -20.93
2020-05-13 1 1 1379.34 0 0
2020-06-26 -1 0 0 1597.3 217.96
cash_onhand position_value total_position accumu_return
date
2019-01-17 -1681.73 1724.51 42.78 42.78
2019-01-25 130.26 0 130.26 130.26
2019-01-28 -1657.36 1813.6 156.24 156.24
2019-03-05 57.64 0 57.64 57.64
2019-03-28 -1702.35 1728.89 26.54 26.54
2019-05-10 122.65 0 122.65 122.65
2019-06-18 -1685.73 1808.99 123.26 123.26
2019-07-29 273.05 0 273.05 273.05
2019-08-01 -1612.42 1879.86 267.44 267.44
2019-08-15 287.61 0 287.61 287.61
2019-08-26 -1630.63 1916.81 286.18 286.18
2019-10-04 340.01 0 340.01 340.01
2019-10-22 -1689.03 2023.05 334.02 334.02
2019-11-11 179.97 0 179.97 179.97
2019-12-06 -1743.3 1930.27 186.97 186.97
2020-01-24 254.7 0 254.7 254.7
2020-02-24 -1576.23 1792.54 216.31 216.31
2020-03-02 133.52 0 133.52 133.52
2020-04-13 -1279.67 1421.01 141.34 141.34
2020-05-07 112.59 0 112.59 112.59
2020-05-13 -1266.75 1366.07 99.32 99.32
2020-06-26 330.55 0 330.55 330.55
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $330.55
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-22 00:00:00 at the price of 1743.18
SOLD QTY: -1 on 2019-03-01 00:00:00 at the price of 1708.2
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-07 00:00:00 at the price of 1781.45
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-09 00:00:00 at the price of 1928.08
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 1986.24
BOUGHT QTY: 1 on 2020-02-19 00:00:00 at the price of 1982.76
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 1413.19
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 1401.09
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-18 00:00:00 at the price of 1622.4
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-22 1 1 1743.18 0 0
2019-03-01 -1 0 0 1708.2 -34.98
2019-04-03 1 1 1778.47 0 0
2019-05-07 -1 0 0 1781.45 2.98
2019-06-11 1 1 1799.5 0 0
2019-08-05 -1 0 0 1819.98 20.48
2019-08-14 1 1 1908.56 0 0
2019-09-30 -1 0 0 1953 44.44
2019-10-18 1 1 2030.86 0 0
2019-11-08 -1 0 0 1941 -89.86
2019-12-09 1 1 1928.08 0 0
2020-01-23 -1 0 0 1986.24 58.16
2020-02-19 1 1 1982.76 0 0
2020-02-25 -1 0 0 1803 -179.76
2020-04-13 1 1 1413.19 0 0
2020-05-12 -1 0 0 1401.09 -12.1
2020-05-20 1 1 1578.52 0 0
2020-06-18 -1 0 0 1622.4 43.88
cash_onhand position_value total_position accumu_return
date
2019-01-22 -1743.18 1708.98 -34.2 -34.2
2019-03-01 -34.98 0 -34.98 -34.98
2019-04-03 -1813.45 1774.93 -38.52 -38.52
2019-05-07 -32 0 -32 -32
2019-06-11 -1831.5 1803.63 -27.87 -27.87
2019-08-05 -11.52 0 -11.52 -11.52
2019-08-14 -1920.08 1891.19 -28.89 -28.89
2019-09-30 32.92 0 32.92 32.92
2019-10-18 -1997.94 2013.53 15.59 15.59
2019-11-08 -56.94 0 -56.94 -56.94
2019-12-09 -1985.02 1905.79 -79.23 -79.23
2020-01-23 1.22 0 1.22 1.22
2020-02-19 -1981.54 1968.49 -13.05 -13.05
2020-02-25 -178.54 0 -178.54 -178.54
2020-04-13 -1591.73 1421.01 -170.72 -170.72
2020-05-12 -190.64 0 -190.64 -190.64
2020-05-20 -1769.16 1599.15 -170.01 -170.01
2020-06-18 -146.76 0 -146.76 -146.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-146.76
The current status of the model is: Waiting to enter since 2020-06-18 00:00:00
Processing portfolio for model: SMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-23 00:00:00 at the price of 2019.66
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-10 00:00:00 at the price of 1902.4
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-27 00:00:00 at the price of 1612.98
BOUGHT QTY: 1 on 2020-04-14 00:00:00 at the price of 1460.09
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-23 00:00:00 at the price of 1652.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-05 -1 0 0 1715 -96.99
2019-04-03 1 1 1778.47 0 0
2019-05-10 -1 0 0 1825 46.53
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-20 1 1 1942.51 0 0
2019-10-03 -1 0 0 1936.55 -5.96
2019-10-23 1 1 2019.66 0 0
2019-11-11 -1 0 0 1869 -150.66
2019-12-10 1 1 1902.4 0 0
2020-01-27 -1 0 0 1906.41 4.01
2020-02-21 1 1 1965 0 0
2020-02-27 -1 0 0 1612.98 -352.02
2020-04-14 1 1 1460.09 0 0
2020-05-15 -1 0 0 1377.01 -83.08
2020-05-20 1 1 1578.52 0 0
2020-06-23 -1 0 0 1652.3 73.78
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-05 -96.99 0 -96.99 -96.99
2019-04-03 -1875.46 1774.93 -100.53 -100.53
2019-05-10 -50.46 0 -50.46 -50.46
2019-06-14 -1858.66 1775.5 -83.16 -83.16
2019-08-07 -100.26 0 -100.26 -100.26
2019-08-20 -2042.77 1934.4 -108.37 -108.37
2019-10-03 -106.22 0 -106.22 -106.22
2019-10-23 -2125.88 2032.23 -93.65 -93.65
2019-11-11 -256.88 0 -256.88 -256.88
2019-12-10 -2159.28 1904.63 -254.65 -254.65
2020-01-27 -252.87 0 -252.87 -252.87
2020-02-21 -2217.87 1928.72 -289.15 -289.15
2020-02-27 -604.89 0 -604.89 -604.89
2020-04-14 -2064.98 1449.42 -615.56 -615.56
2020-05-15 -687.97 0 -687.97 -687.97
2020-05-20 -2266.49 1599.15 -667.34 -667.34
2020-06-23 -614.19 0 -614.19 -614.19
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-614.19
The current status of the model is: Waiting to enter since 2020-06-23 00:00:00
Processing portfolio for model: SMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 1778.47
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-09 00:00:00 at the price of 1926.54
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-27 00:00:00 at the price of 1921.74
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-06-26 00:00:00 at the price of 1597.3
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-07 -1 0 0 1746.5 -65.49
2019-04-03 1 1 1778.47 0 0
2019-05-14 -1 0 0 1787.12 8.65
2019-06-20 1 1 1862.07 0 0
2019-08-06 -1 0 0 1799.2 -62.87
2019-08-09 1 1 1926.54 0 0
2019-08-16 -1 0 0 1929 2.46
2019-08-27 1 1 1921.74 0 0
2019-10-08 -1 0 0 1937.05 15.31
2019-10-24 1 1 2035 0 0
2019-11-13 -1 0 0 1855.59 -179.41
2019-12-12 1 1 1930.85 0 0
2020-01-28 -1 0 0 1914.67 -16.18
2020-04-15 1 1 1407.84 0 0
2020-06-26 -1 0 0 1597.3 189.46
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-07 -65.49 0 -65.49 -65.49
2019-04-03 -1843.96 1774.93 -69.03 -69.03
2019-05-14 -56.84 0 -56.84 -56.84
2019-06-20 -1918.91 1861.31 -57.6 -57.6
2019-08-06 -119.71 0 -119.71 -119.71
2019-08-09 -2046.25 1917.69 -128.56 -128.56
2019-08-16 -117.25 0 -117.25 -117.25
2019-08-27 -2038.99 1919.99 -119 -119
2019-10-08 -101.94 0 -101.94 -101.94
2019-10-24 -2136.94 2043.75 -93.19 -93.19
2019-11-13 -281.35 0 -281.35 -281.35
2019-12-12 -2212.2 1948.48 -263.72 -263.72
2020-01-28 -297.53 0 -297.53 -297.53
2020-04-15 -1705.37 1424.61 -280.76 -280.76
2020-06-26 -108.07 0 -108.07 -108.07
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-108.07
The current status of the model is: Waiting to enter since 2020-06-26 00:00:00
Processing portfolio for model: SMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 1775.31
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-08-05 00:00:00 at the price of 1819.98
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-08-23 00:00:00 at the price of 1942.98
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 2053.02
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-05-14 00:00:00 at the price of 1348.74
BOUGHT QTY: 1 on 2020-05-20 00:00:00 at the price of 1578.52
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-08 -1 0 0 1708.04 -103.95
2019-04-04 1 1 1775.31 0 0
2019-05-16 -1 0 0 1790 14.69
2019-06-24 1 1 1880.97 0 0
2019-08-05 -1 0 0 1819.98 -60.99
2019-08-12 1 1 1900.44 0 0
2019-08-23 -1 0 0 1942.98 42.54
2019-09-03 1 1 1956.56 0 0
2019-10-10 -1 0 0 1942.69 -13.87
2019-10-28 1 1 2053.02 0 0
2019-11-14 -1 0 0 1855.39 -197.63
2019-12-13 1 1 1960.87 0 0
2020-01-29 -1 0 0 1924.04 -36.83
2020-04-17 1 1 1469 0 0
2020-05-14 -1 0 0 1348.74 -120.26
2020-05-20 1 1 1578.52 0 0
2020-06-30 -1 0 0 1583.9 5.38
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-08 -103.95 0 -103.95 -103.95
2019-04-04 -1879.26 1780.6 -98.66 -98.66
2019-05-16 -89.26 0 -89.26 -89.26
2019-06-24 -1970.23 1870.81 -99.42 -99.42
2019-08-05 -150.25 0 -150.25 -150.25
2019-08-12 -2050.69 1916.89 -133.8 -133.8
2019-08-23 -107.71 0 -107.71 -107.71
2019-09-03 -2064.27 1941.78 -122.49 -122.49
2019-10-10 -121.58 0 -121.58 -121.58
2019-10-28 -2174.6 2057.05 -117.55 -117.55
2019-11-14 -319.21 0 -319.21 -319.21
2019-12-13 -2280.08 1973.6 -306.48 -306.48
2020-01-29 -356.04 0 -356.04 -356.04
2020-04-17 -1825.04 1470.87 -354.17 -354.17
2020-05-14 -476.3 0 -476.3 -476.3
2020-05-20 -2054.82 1599.15 -455.67 -455.67
2020-06-30 -470.92 0 -470.92 -470.92
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-470.92
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: SMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-04 00:00:00 at the price of 1723.66
BOUGHT QTY: 1 on 2019-04-08 00:00:00 at the price of 1767.92
SOLD QTY: -1 on 2019-05-08 00:00:00 at the price of 1765.01
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 1799.5
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-09-30 00:00:00 at the price of 1953.0
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-12 00:00:00 at the price of 1930.85
SOLD QTY: -1 on 2020-01-24 00:00:00 at the price of 1998.0
BOUGHT QTY: 1 on 2020-02-21 00:00:00 at the price of 1965.0
SOLD QTY: -1 on 2020-02-25 00:00:00 at the price of 1803.0
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 1407.84
SOLD QTY: -1 on 2020-05-15 00:00:00 at the price of 1377.01
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-04 -1 0 0 1723.66 -88.33
2019-04-08 1 1 1767.92 0 0
2019-05-08 -1 0 0 1765.01 -2.91
2019-06-11 1 1 1799.5 0 0
2019-08-06 -1 0 0 1799.2 -0.3
2019-08-14 1 1 1908.56 0 0
2019-09-30 -1 0 0 1953 44.44
2019-10-18 1 1 2030.86 0 0
2019-11-08 -1 0 0 1941 -89.86
2019-12-12 1 1 1930.85 0 0
2020-01-24 -1 0 0 1998 67.15
2020-02-21 1 1 1965 0 0
2020-02-25 -1 0 0 1803 -162
2020-04-15 1 1 1407.84 0 0
2020-05-15 -1 0 0 1377.01 -30.83
2020-05-19 1 1 1556.29 0 0
2020-06-25 -1 0 0 1585.81 29.52
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-04 -88.33 0 -88.33 -88.33
2019-04-08 -1856.25 1788.72 -67.53 -67.53
2019-05-08 -91.24 0 -91.24 -91.24
2019-06-11 -1890.74 1803.63 -87.11 -87.11
2019-08-06 -91.54 0 -91.54 -91.54
2019-08-14 -2000.1 1891.19 -108.91 -108.91
2019-09-30 -47.1 0 -47.1 -47.1
2019-10-18 -2077.96 2013.53 -64.43 -64.43
2019-11-08 -136.96 0 -136.96 -136.96
2019-12-12 -2067.81 1948.48 -119.33 -119.33
2020-01-24 -69.81 0 -69.81 -69.81
2020-02-21 -2034.81 1928.72 -106.09 -106.09
2020-02-25 -231.81 0 -231.81 -231.81
2020-04-15 -1639.65 1424.61 -215.04 -215.04
2020-05-15 -262.64 0 -262.64 -262.64
2020-05-19 -1818.93 1547.56 -271.37 -271.37
2020-06-25 -233.12 0 -233.12 -233.12
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-233.12
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: SMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 1800.0
BOUGHT QTY: 1 on 2019-06-17 00:00:00 at the price of 1776.0
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-13 00:00:00 at the price of 1960.87
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-17 00:00:00 at the price of 1469.0
SOLD QTY: -1 on 2020-05-18 00:00:00 at the price of 1430.0
BOUGHT QTY: 1 on 2020-05-19 00:00:00 at the price of 1556.29
SOLD QTY: -1 on 2020-06-25 00:00:00 at the price of 1585.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-06 -1 0 0 1748.37 -39.25
2019-04-09 1 1 1776.75 0 0
2019-05-13 -1 0 0 1800 23.25
2019-06-17 1 1 1776 0 0
2019-08-08 -1 0 0 1900 124
2019-08-20 1 1 1942.51 0 0
2019-10-04 -1 0 0 1970.64 28.13
2019-10-24 1 1 2035 0 0
2019-11-12 -1 0 0 1901.35 -133.65
2019-12-13 1 1 1960.87 0 0
2020-01-28 -1 0 0 1914.67 -46.2
2020-04-17 1 1 1469 0 0
2020-05-18 -1 0 0 1430 -39
2020-05-19 1 1 1556.29 0 0
2020-06-25 -1 0 0 1585.81 29.52
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-06 -39.25 0 -39.25 -39.25
2019-04-09 -1816 1794.47 -21.53 -21.53
2019-05-13 -16 0 -16 -16
2019-06-17 -1792 1781.41 -10.59 -10.59
2019-08-08 108 0 108 108
2019-08-20 -1834.51 1934.4 99.89 99.89
2019-10-04 136.13 0 136.13 136.13
2019-10-24 -1898.87 2043.75 144.88 144.88
2019-11-12 2.48 0 2.48 2.48
2019-12-13 -1958.39 1973.6 15.21 15.21
2020-01-28 -43.72 0 -43.72 -43.72
2020-04-17 -1512.72 1470.87 -41.85 -41.85
2020-05-18 -82.72 0 -82.72 -82.72
2020-05-19 -1639.01 1547.56 -91.45 -91.45
2020-06-25 -53.2 0 -53.2 -53.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-53.20
The current status of the model is: Waiting to enter since 2020-06-25 00:00:00
Processing portfolio for model: SMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-09 00:00:00 at the price of 1776.75
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-09 00:00:00 at the price of 1926.54
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-26 00:00:00 at the price of 1918.24
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-20 00:00:00 at the price of 1462.05
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-08 -1 0 0 1708.04 -108.58
2019-04-09 1 1 1776.75 0 0
2019-05-16 -1 0 0 1790 13.25
2019-06-20 1 1 1862.07 0 0
2019-08-09 -1 0 0 1926.54 64.47
2019-08-13 1 1 1907.67 0 0
2019-08-16 -1 0 0 1929 21.33
2019-08-26 1 1 1918.24 0 0
2019-10-09 -1 0 0 1953.72 35.48
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-16 1 1 1983.47 0 0
2020-01-29 -1 0 0 1924.04 -59.43
2020-04-20 1 1 1462.05 0 0
2020-06-30 -1 0 0 1583.9 121.85
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-08 -108.58 0 -108.58 -108.58
2019-04-09 -1885.33 1794.47 -90.86 -90.86
2019-05-16 -95.33 0 -95.33 -95.33
2019-06-20 -1957.4 1861.31 -96.09 -96.09
2019-08-09 -30.86 0 -30.86 -30.86
2019-08-13 -1938.53 1943.19 4.66 4.66
2019-08-16 -9.53 0 -9.53 -9.53
2019-08-26 -1927.77 1916.81 -10.96 -10.96
2019-10-09 25.95 0 25.95 25.95
2019-10-29 -2028.19 2042.8 14.61 14.61
2019-11-14 -172.8 0 -172.8 -172.8
2019-12-16 -2156.27 1995.02 -161.25 -161.25
2020-01-29 -232.23 0 -232.23 -232.23
2020-04-20 -1694.28 1411.63 -282.65 -282.65
2020-06-30 -110.38 0 -110.38 -110.38
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-110.38
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: SMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-30 00:00:00 at the price of 1825.33
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-08-26 00:00:00 at the price of 1918.24
BOUGHT QTY: 1 on 2019-09-03 00:00:00 at the price of 1956.56
SOLD QTY: -1 on 2019-10-14 00:00:00 at the price of 1964.52
BOUGHT QTY: 1 on 2019-10-30 00:00:00 at the price of 2035.53
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-04-22 00:00:00 at the price of 1365.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-30 1 1 1825.33 0 0
2019-03-11 -1 0 0 1721.69 -103.64
2019-04-10 1 1 1793.85 0 0
2019-05-21 -1 0 0 1762.34 -31.51
2019-06-25 1 1 1880.83 0 0
2019-08-08 -1 0 0 1900 19.17
2019-08-14 1 1 1908.56 0 0
2019-08-26 -1 0 0 1918.24 9.68
2019-09-03 1 1 1956.56 0 0
2019-10-14 -1 0 0 1964.52 7.96
2019-10-30 1 1 2035.53 0 0
2019-11-18 -1 0 0 1847.04 -188.49
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-04-22 1 1 1365.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-30 -1825.33 1818.7 -6.63 -6.63
2019-03-11 -103.64 0 -103.64 -103.64
2019-04-10 -1897.49 1806 -91.49 -91.49
2019-05-21 -135.15 0 -135.15 -135.15
2019-06-25 -2015.98 1845.47 -170.51 -170.51
2019-08-08 -115.98 0 -115.98 -115.98
2019-08-14 -2024.54 1891.19 -133.35 -133.35
2019-08-26 -106.3 0 -106.3 -106.3
2019-09-03 -2062.86 1941.78 -121.08 -121.08
2019-10-14 -98.34 0 -98.34 -98.34
2019-10-30 -2133.87 2049.55 -84.32 -84.32
2019-11-18 -286.83 0 -286.83 -286.83
2019-12-18 -2295.5 1991.51 -303.99 -303.99
2020-01-30 -424.08 0 -424.08 -424.08
2020-04-22 -1789.09 1355 -434.09 -434.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-196.75
The current status of the model is: Holding a position since 2020-04-22 00:00:00
Processing portfolio for model: SMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-25 00:00:00 at the price of 1811.99
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-10 00:00:00 at the price of 1793.85
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-13 00:00:00 at the price of 1802.05
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-10-01 00:00:00 at the price of 1977.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-16 00:00:00 at the price of 1983.47
SOLD QTY: -1 on 2020-01-27 00:00:00 at the price of 1906.41
BOUGHT QTY: 1 on 2020-04-16 00:00:00 at the price of 1432.35
SOLD QTY: -1 on 2020-06-30 00:00:00 at the price of 1583.9
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-25 1 1 1811.99 0 0
2019-03-05 -1 0 0 1715 -96.99
2019-04-10 1 1 1793.85 0 0
2019-05-09 -1 0 0 1729.43 -64.42
2019-06-13 1 1 1802.05 0 0
2019-08-06 -1 0 0 1799.2 -2.85
2019-08-14 1 1 1908.56 0 0
2019-10-01 -1 0 0 1977 68.44
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-16 1 1 1983.47 0 0
2020-01-27 -1 0 0 1906.41 -77.06
2020-04-16 1 1 1432.35 0 0
2020-06-30 -1 0 0 1583.9 151.55
cash_onhand position_value total_position accumu_return
date
2019-01-25 -1811.99 1802.2 -9.79 -9.79
2019-03-05 -96.99 0 -96.99 -96.99
2019-04-10 -1890.84 1806 -84.84 -84.84
2019-05-09 -161.41 0 -161.41 -161.41
2019-06-13 -1963.46 1809.52 -153.94 -153.94
2019-08-06 -164.26 0 -164.26 -164.26
2019-08-14 -2072.82 1891.19 -181.63 -181.63
2019-10-01 -95.82 0 -95.82 -95.82
2019-10-17 -2128.82 2028.53 -100.29 -100.29
2019-11-08 -187.82 0 -187.82 -187.82
2019-12-16 -2171.29 1995.02 -176.27 -176.27
2020-01-27 -264.88 0 -264.88 -264.88
2020-04-16 -1697.23 1407.4 -289.83 -289.83
2020-06-30 -113.33 0 -113.33 -113.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-113.33
The current status of the model is: Waiting to enter since 2020-06-30 00:00:00
Processing portfolio for model: SMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 1746.5
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 1808.38
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-04 00:00:00 at the price of 1970.64
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-12 00:00:00 at the price of 1901.35
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-29 00:00:00 at the price of 1924.04
BOUGHT QTY: 1 on 2020-04-21 00:00:00 at the price of 1382.81
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-07 -1 0 0 1746.5 -70.12
2019-04-12 1 1 1827.87 0 0
2019-05-14 -1 0 0 1787.12 -40.75
2019-06-18 1 1 1808.38 0 0
2019-08-08 -1 0 0 1900 91.62
2019-08-20 1 1 1942.51 0 0
2019-10-04 -1 0 0 1970.64 28.13
2019-10-24 1 1 2035 0 0
2019-11-12 -1 0 0 1901.35 -133.65
2019-12-17 1 1 2000 0 0
2020-01-29 -1 0 0 1924.04 -75.96
2020-04-21 1 1 1382.81 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-07 -70.12 0 -70.12 -70.12
2019-04-12 -1897.99 1833.07 -64.92 -64.92
2019-05-14 -110.87 0 -110.87 -110.87
2019-06-18 -1919.25 1808.99 -110.26 -110.26
2019-08-08 -19.25 0 -19.25 -19.25
2019-08-20 -1961.76 1934.4 -27.36 -27.36
2019-10-04 8.88 0 8.88 8.88
2019-10-24 -2026.12 2043.75 17.63 17.63
2019-11-12 -124.77 0 -124.77 -124.77
2019-12-17 -2124.77 2001.87 -122.9 -122.9
2020-01-29 -200.73 0 -200.73 -200.73
2020-04-21 -1583.54 1342.22 -241.32 -241.32
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.80
The current status of the model is: Holding a position since 2020-04-21 00:00:00
Processing portfolio for model: SMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-17 00:00:00 at the price of 1786.37
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 1859.36
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 1929.0
BOUGHT QTY: 1 on 2019-08-23 00:00:00 at the price of 1942.98
SOLD QTY: -1 on 2019-10-10 00:00:00 at the price of 1942.69
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-04-24 00:00:00 at the price of 1372.39
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-11 -1 0 0 1721.69 -102.36
2019-04-15 1 1 1834 0 0
2019-05-17 -1 0 0 1786.37 -47.63
2019-06-21 1 1 1859.36 0 0
2019-08-16 -1 0 0 1929 69.64
2019-08-23 1 1 1942.98 0 0
2019-10-10 -1 0 0 1942.69 -0.29
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-18 1 1 2008.67 0 0
2020-01-31 -1 0 0 1865.93 -142.74
2020-04-24 1 1 1372.39 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-11 -102.36 0 -102.36 -102.36
2019-04-15 -1936.36 1846.23 -90.13 -90.13
2019-05-17 -149.99 0 -149.99 -149.99
2019-06-21 -2009.35 1880 -129.35 -129.35
2019-08-16 -80.35 0 -80.35 -80.35
2019-08-23 -2023.33 1898.67 -124.66 -124.66
2019-10-10 -80.64 0 -80.64 -80.64
2019-10-29 -2134.78 2042.8 -91.98 -91.98
2019-11-14 -279.39 0 -279.39 -279.39
2019-12-18 -2288.06 1991.51 -296.55 -296.55
2020-01-31 -422.13 0 -422.13 -422.13
2020-04-24 -1794.52 1362.77 -431.75 -431.75
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-202.18
The current status of the model is: Holding a position since 2020-04-24 00:00:00
Processing portfolio for model: SMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-13 00:00:00 at the price of 1740.44
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-22 00:00:00 at the price of 1757.35
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-10-15 00:00:00 at the price of 1992.21
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 2023.62
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-04-27 00:00:00 at the price of 1374.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-13 -1 0 0 1740.44 -99.95
2019-04-15 1 1 1834 0 0
2019-05-22 -1 0 0 1757.35 -76.65
2019-06-25 1 1 1880.83 0 0
2019-10-15 -1 0 0 1992.21 111.38
2019-11-01 1 1 2023.62 0 0
2019-11-18 -1 0 0 1847.04 -176.58
2019-12-20 1 1 2017 0 0
2020-02-03 -1 0 0 1847.15 -169.85
2020-04-27 1 1 1374.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-13 -99.95 0 -99.95 -99.95
2019-04-15 -1933.95 1846.23 -87.72 -87.72
2019-05-22 -176.6 0 -176.6 -176.6
2019-06-25 -2057.43 1845.47 -211.96 -211.96
2019-10-15 -65.22 0 -65.22 -65.22
2019-11-01 -2088.84 2032.02 -56.82 -56.82
2019-11-18 -241.8 0 -241.8 -241.8
2019-12-20 -2258.8 2023.26 -235.54 -235.54
2020-02-03 -411.65 0 -411.65 -411.65
2020-04-27 -1786.58 1402.99 -383.59 -383.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-194.24
The current status of the model is: Holding a position since 2020-04-27 00:00:00
Processing portfolio for model: SMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-12 00:00:00 at the price of 1827.87
SOLD QTY: -1 on 2019-05-09 00:00:00 at the price of 1729.43
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 1799.2
BOUGHT QTY: 1 on 2019-08-14 00:00:00 at the price of 1908.56
SOLD QTY: -1 on 2019-10-03 00:00:00 at the price of 1936.55
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 2033.0
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-04-12 1 1 1827.87 0 0
2019-05-09 -1 0 0 1729.43 -98.44
2019-06-14 1 1 1808.2 0 0
2019-08-06 -1 0 0 1799.2 -9
2019-08-14 1 1 1908.56 0 0
2019-10-03 -1 0 0 1936.55 27.99
2019-10-17 1 1 2033 0 0
2019-11-08 -1 0 0 1941 -92
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-04-30 1 1 1514.53 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-05 -72.62 0 -72.62 -72.62
2019-04-12 -1900.49 1833.07 -67.42 -67.42
2019-05-09 -171.06 0 -171.06 -171.06
2019-06-14 -1979.26 1775.5 -203.76 -203.76
2019-08-06 -180.06 0 -180.06 -180.06
2019-08-14 -2088.62 1891.19 -197.43 -197.43
2019-10-03 -152.07 0 -152.07 -152.07
2019-10-17 -2185.07 2028.53 -156.54 -156.54
2019-11-08 -244.07 0 -244.07 -244.07
2019-12-17 -2244.07 2001.87 -242.2 -242.2
2020-01-28 -329.4 0 -329.4 -329.4
2020-04-30 -1843.93 1480.57 -363.36 -363.36
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-251.59
The current status of the model is: Holding a position since 2020-04-30 00:00:00
Processing portfolio for model: SMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 1787.12
BOUGHT QTY: 1 on 2019-06-19 00:00:00 at the price of 1812.0
SOLD QTY: -1 on 2019-08-12 00:00:00 at the price of 1900.44
BOUGHT QTY: 1 on 2019-08-20 00:00:00 at the price of 1942.51
SOLD QTY: -1 on 2019-10-08 00:00:00 at the price of 1937.05
BOUGHT QTY: 1 on 2019-10-22 00:00:00 at the price of 2029.04
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 2008.67
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-04-27 00:00:00 at the price of 1374.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-08 -1 0 0 1708.04 -112.33
2019-04-15 1 1 1834 0 0
2019-05-14 -1 0 0 1787.12 -46.88
2019-06-19 1 1 1812 0 0
2019-08-12 -1 0 0 1900.44 88.44
2019-08-20 1 1 1942.51 0 0
2019-10-08 -1 0 0 1937.05 -5.46
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-18 1 1 2008.67 0 0
2020-01-30 -1 0 0 1871.42 -137.25
2020-04-27 1 1 1374.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-08 -112.33 0 -112.33 -112.33
2019-04-15 -1946.33 1846.23 -100.1 -100.1
2019-05-14 -159.21 0 -159.21 -159.21
2019-06-19 -1971.21 1842.06 -129.15 -129.15
2019-08-12 -70.77 0 -70.77 -70.77
2019-08-20 -2013.28 1934.4 -78.88 -78.88
2019-10-08 -76.23 0 -76.23 -76.23
2019-10-22 -2105.27 2023.05 -82.22 -82.22
2019-11-11 -236.27 0 -236.27 -236.27
2019-12-18 -2244.94 1991.51 -253.43 -253.43
2020-01-30 -373.52 0 -373.52 -373.52
2020-04-27 -1748.45 1402.99 -345.46 -345.46
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-156.11
The current status of the model is: Holding a position since 2020-04-27 00:00:00
Processing portfolio for model: SMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-02-04 00:00:00 at the price of 1840.39
SOLD QTY: -1 on 2019-03-12 00:00:00 at the price of 1709.72
BOUGHT QTY: 1 on 2019-04-17 00:00:00 at the price of 1848.63
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-08-19 00:00:00 at the price of 1944.87
BOUGHT QTY: 1 on 2019-08-22 00:00:00 at the price of 1962.45
SOLD QTY: -1 on 2019-10-11 00:00:00 at the price of 1984.3
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 2053.02
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-04-28 00:00:00 at the price of 1434.2
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-04 1 1 1840.39 0 0
2019-03-12 -1 0 0 1709.72 -130.67
2019-04-17 1 1 1848.63 0 0
2019-05-21 -1 0 0 1762.34 -86.29
2019-06-24 1 1 1880.97 0 0
2019-08-19 -1 0 0 1944.87 63.9
2019-08-22 1 1 1962.45 0 0
2019-10-11 -1 0 0 1984.3 21.85
2019-10-28 1 1 2053.02 0 0
2019-11-14 -1 0 0 1855.39 -197.63
2019-12-20 1 1 2017 0 0
2020-02-03 -1 0 0 1847.15 -169.85
2020-04-28 1 1 1434.2 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-04 -1840.39 1860.99 20.6 20.6
2019-03-12 -130.67 0 -130.67 -130.67
2019-04-17 -1979.3 1839.79 -139.51 -139.51
2019-05-21 -216.96 0 -216.96 -216.96
2019-06-24 -2097.93 1870.81 -227.12 -227.12
2019-08-19 -153.06 0 -153.06 -153.06
2019-08-22 -2115.51 1952.47 -163.04 -163.04
2019-10-11 -131.21 0 -131.21 -131.21
2019-10-28 -2184.23 2057.05 -127.18 -127.18
2019-11-14 -328.84 0 -328.84 -328.84
2019-12-20 -2345.84 2023.26 -322.58 -322.58
2020-02-03 -498.69 0 -498.69 -498.69
2020-04-28 -1932.89 1439.32 -493.57 -493.57
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-340.55
The current status of the model is: Holding a position since 2020-04-28 00:00:00
Processing portfolio for model: SMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-02-06 00:00:00 at the price of 1895.94
SOLD QTY: -1 on 2019-03-15 00:00:00 at the price of 1751.79
BOUGHT QTY: 1 on 2019-04-18 00:00:00 at the price of 1847.64
SOLD QTY: -1 on 2019-05-23 00:00:00 at the price of 1746.95
BOUGHT QTY: 1 on 2019-06-26 00:00:00 at the price of 1848.3
SOLD QTY: -1 on 2019-08-28 00:00:00 at the price of 1911.8
BOUGHT QTY: 1 on 2019-08-29 00:00:00 at the price of 1966.43
SOLD QTY: -1 on 2019-10-17 00:00:00 at the price of 2033.0
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 2023.62
SOLD QTY: -1 on 2019-11-18 00:00:00 at the price of 1847.04
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-04 00:00:00 at the price of 1857.06
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-06 1 1 1895.94 0 0
2019-03-15 -1 0 0 1751.79 -144.15
2019-04-18 1 1 1847.64 0 0
2019-05-23 -1 0 0 1746.95 -100.69
2019-06-26 1 1 1848.3 0 0
2019-08-28 -1 0 0 1911.8 63.5
2019-08-29 1 1 1966.43 0 0
2019-10-17 -1 0 0 2033 66.57
2019-11-01 1 1 2023.62 0 0
2019-11-18 -1 0 0 1847.04 -176.58
2019-12-24 1 1 2032.24 0 0
2020-02-04 -1 0 0 1857.06 -175.18
2020-04-30 1 1 1514.53 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-06 -1895.94 1906.93 10.99 10.99
2019-03-15 -144.15 0 -144.15 -144.15
2019-04-18 -1991.79 1844.31 -147.48 -147.48
2019-05-23 -244.84 0 -244.84 -244.84
2019-06-26 -2093.14 1830.22 -262.92 -262.92
2019-08-28 -181.34 0 -181.34 -181.34
2019-08-29 -2147.77 1957.14 -190.63 -190.63
2019-10-17 -114.77 0 -114.77 -114.77
2019-11-01 -2138.39 2032.02 -106.37 -106.37
2019-11-18 -291.35 0 -291.35 -291.35
2019-12-24 -2323.59 2044 -279.59 -279.59
2020-02-04 -466.53 0 -466.53 -466.53
2020-04-30 -1981.06 1480.57 -500.49 -500.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-388.72
The current status of the model is: Holding a position since 2020-04-30 00:00:00
Processing portfolio for model: SMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-28 00:00:00 at the price of 1787.62
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 1715.0
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-07 00:00:00 at the price of 1758.4
BOUGHT QTY: 1 on 2019-08-13 00:00:00 at the price of 1907.67
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 2016.8
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-04-30 00:00:00 at the price of 1514.53
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-17 1 1 1786.37 0 0
2019-05-20 -1 0 0 1769.73 -16.64
2019-06-14 1 1 1808.2 0 0
2019-08-07 -1 0 0 1758.4 -49.8
2019-08-13 1 1 1907.67 0 0
2019-10-09 -1 0 0 1953.72 46.05
2019-10-16 1 1 2016.8 0 0
2019-11-08 -1 0 0 1941 -75.8
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-04-30 1 1 1514.53 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-28 -1787.62 1813.6 25.98 25.98
2019-03-05 -72.62 0 -72.62 -72.62
2019-04-15 -1906.62 1846.23 -60.39 -60.39
2019-05-10 -81.62 0 -81.62 -81.62
2019-05-17 -1867.99 1787.29 -80.7 -80.7
2019-05-20 -98.26 0 -98.26 -98.26
2019-06-14 -1906.46 1775.5 -130.96 -130.96
2019-08-07 -148.06 0 -148.06 -148.06
2019-08-13 -2055.73 1943.19 -112.54 -112.54
2019-10-09 -102.01 0 -102.01 -102.01
2019-10-16 -2118.81 2027.63 -91.18 -91.18
2019-11-08 -177.81 0 -177.81 -177.81
2019-12-17 -2177.81 2001.87 -175.94 -175.94
2020-01-28 -263.14 0 -263.14 -263.14
2020-04-30 -1777.67 1480.57 -297.1 -297.1
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-185.33
The current status of the model is: Holding a position since 2020-04-30 00:00:00
Processing portfolio for model: SMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-31 00:00:00 at the price of 1820.37
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 1708.04
BOUGHT QTY: 1 on 2019-04-17 00:00:00 at the price of 1848.63
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 1778.6
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-08-15 00:00:00 at the price of 1900.03
BOUGHT QTY: 1 on 2019-08-19 00:00:00 at the price of 1944.87
SOLD QTY: -1 on 2019-10-09 00:00:00 at the price of 1953.72
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 2030.86
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 1996.0
SOLD QTY: -1 on 2020-01-30 00:00:00 at the price of 1871.42
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-31 1 1 1820.37 0 0
2019-03-08 -1 0 0 1708.04 -112.33
2019-04-17 1 1 1848.63 0 0
2019-05-15 -1 0 0 1778.6 -70.03
2019-06-20 1 1 1862.07 0 0
2019-08-15 -1 0 0 1900.03 37.96
2019-08-19 1 1 1944.87 0 0
2019-10-09 -1 0 0 1953.72 8.85
2019-10-18 1 1 2030.86 0 0
2019-11-11 -1 0 0 1869 -161.86
2019-12-19 1 1 1996 0 0
2020-01-30 -1 0 0 1871.42 -124.58
2020-05-01 1 1 1442.75 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-31 -1820.37 1832.81 12.44 12.44
2019-03-08 -112.33 0 -112.33 -112.33
2019-04-17 -1960.96 1839.79 -121.17 -121.17
2019-05-15 -182.36 0 -182.36 -182.36
2019-06-20 -2044.43 1861.31 -183.12 -183.12
2019-08-15 -144.4 0 -144.4 -144.4
2019-08-19 -2089.27 1943.73 -145.54 -145.54
2019-10-09 -135.55 0 -135.55 -135.55
2019-10-18 -2166.41 2013.53 -152.88 -152.88
2019-11-11 -297.41 0 -297.41 -297.41
2019-12-19 -2293.41 2003.12 -290.29 -290.29
2020-01-30 -421.99 0 -421.99 -421.99
2020-05-01 -1864.74 1448.79 -415.95 -415.95
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-272.40
The current status of the model is: Holding a position since 2020-05-01 00:00:00
Processing portfolio for model: SMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-02-05 00:00:00 at the price of 1887.53
SOLD QTY: -1 on 2019-03-13 00:00:00 at the price of 1740.44
BOUGHT QTY: 1 on 2019-04-22 00:00:00 at the price of 1833.93
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 1762.34
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 1880.97
SOLD QTY: -1 on 2019-10-14 00:00:00 at the price of 1964.52
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 2035.0
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-03 00:00:00 at the price of 1847.15
BOUGHT QTY: 1 on 2020-05-01 00:00:00 at the price of 1442.75
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-05 1 1 1887.53 0 0
2019-03-13 -1 0 0 1740.44 -147.09
2019-04-22 1 1 1833.93 0 0
2019-05-21 -1 0 0 1762.34 -71.59
2019-06-24 1 1 1880.97 0 0
2019-10-14 -1 0 0 1964.52 83.55
2019-10-24 1 1 2035 0 0
2019-11-13 -1 0 0 1855.59 -179.41
2019-12-24 1 1 2032.24 0 0
2020-02-03 -1 0 0 1847.15 -185.09
2020-05-01 1 1 1442.75 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-05 -1887.53 1902.26 14.73 14.73
2019-03-13 -147.09 0 -147.09 -147.09
2019-04-22 -1981.02 1844.17 -136.85 -136.85
2019-05-21 -218.68 0 -218.68 -218.68
2019-06-24 -2099.65 1870.81 -228.84 -228.84
2019-10-14 -135.13 0 -135.13 -135.13
2019-10-24 -2170.13 2043.75 -126.38 -126.38
2019-11-13 -314.54 0 -314.54 -314.54
2019-12-24 -2346.78 2044 -302.78 -302.78
2020-02-03 -499.63 0 -499.63 -499.63
2020-05-01 -1942.38 1448.79 -493.59 -493.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-350.04
The current status of the model is: Holding a position since 2020-05-01 00:00:00
Processing portfolio for model: SMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-02-07 00:00:00 at the price of 1892.1
SOLD QTY: -1 on 2019-03-19 00:00:00 at the price of 1751.05
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 1887.14
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 1731.52
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 1852.58
SOLD QTY: -1 on 2019-10-21 00:00:00 at the price of 2022.68
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 2054.14
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-26 00:00:00 at the price of 2049.34
SOLD QTY: -1 on 2020-02-06 00:00:00 at the price of 1958.9
BOUGHT QTY: 1 on 2020-05-05 00:00:00 at the price of 1443.25
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-07 1 1 1892.1 0 0
2019-03-19 -1 0 0 1751.05 -141.05
2019-04-24 1 1 1887.14 0 0
2019-05-24 -1 0 0 1731.52 -155.62
2019-06-28 1 1 1852.58 0 0
2019-10-21 -1 0 0 2022.68 170.1
2019-10-29 1 1 2054.14 0 0
2019-11-14 -1 0 0 1855.39 -198.75
2019-12-26 1 1 2049.34 0 0
2020-02-06 -1 0 0 1958.9 -90.44
2020-05-05 1 1 1443.25 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-07 -1892.1 1877.06 -15.04 -15.04
2019-03-19 -141.05 0 -141.05 -141.05
2019-04-24 -2028.19 1867.28 -160.91 -160.91
2019-05-24 -296.67 0 -296.67 -296.67
2019-06-28 -2149.25 1874.71 -274.54 -274.54
2019-10-21 -126.57 0 -126.57 -126.57
2019-10-29 -2180.71 2042.8 -137.91 -137.91
2019-11-14 -325.32 0 -325.32 -325.32
2019-12-26 -2374.66 2064.32 -310.34 -310.34
2020-02-06 -415.76 0 -415.76 -415.76
2020-05-05 -1859.01 1393.2 -465.81 -465.81
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-266.67
The current status of the model is: Holding a position since 2020-05-05 00:00:00
Processing portfolio for model: SMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-29 00:00:00 at the price of 1816.62
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 1748.37
BOUGHT QTY: 1 on 2019-04-15 00:00:00 at the price of 1834.0
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 1825.0
BOUGHT QTY: 1 on 2019-05-17 00:00:00 at the price of 1786.37
SOLD QTY: -1 on 2019-05-20 00:00:00 at the price of 1769.73
BOUGHT QTY: 1 on 2019-06-14 00:00:00 at the price of 1808.2
SOLD QTY: -1 on 2019-08-08 00:00:00 at the price of 1900.0
BOUGHT QTY: 1 on 2019-08-12 00:00:00 at the price of 1900.44
SOLD QTY: -1 on 2019-10-11 00:00:00 at the price of 1984.3
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 1992.21
SOLD QTY: -1 on 2019-11-08 00:00:00 at the price of 1941.0
BOUGHT QTY: 1 on 2019-12-17 00:00:00 at the price of 2000.0
SOLD QTY: -1 on 2020-01-28 00:00:00 at the price of 1914.67
BOUGHT QTY: 1 on 2020-05-04 00:00:00 at the price of 1415.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-29 1 1 1816.62 0 0
2019-03-06 -1 0 0 1748.37 -68.25
2019-04-15 1 1 1834 0 0
2019-05-10 -1 0 0 1825 -9
2019-05-17 1 1 1786.37 0 0
2019-05-20 -1 0 0 1769.73 -16.64
2019-06-14 1 1 1808.2 0 0
2019-08-08 -1 0 0 1900 91.8
2019-08-12 1 1 1900.44 0 0
2019-10-11 -1 0 0 1984.3 83.86
2019-10-15 1 1 1992.21 0 0
2019-11-08 -1 0 0 1941 -51.21
2019-12-17 1 1 2000 0 0
2020-01-28 -1 0 0 1914.67 -85.33
2020-05-04 1 1 1415.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-29 -1816.62 1808.8 -7.82 -7.82
2019-03-06 -68.25 0 -68.25 -68.25
2019-04-15 -1902.25 1846.23 -56.02 -56.02
2019-05-10 -77.25 0 -77.25 -77.25
2019-05-17 -1863.62 1787.29 -76.33 -76.33
2019-05-20 -93.89 0 -93.89 -93.89
2019-06-14 -1902.09 1775.5 -126.59 -126.59
2019-08-08 -2.09 0 -2.09 -2.09
2019-08-12 -1902.53 1916.89 14.36 14.36
2019-10-11 81.77 0 81.77 81.77
2019-10-15 -1910.44 2016.39 105.95 105.95
2019-11-08 30.56 0 30.56 30.56
2019-12-17 -1969.44 2001.87 32.43 32.43
2020-01-28 -54.77 0 -54.77 -54.77
2020-05-04 -1470.5 1413.3 -57.2 -57.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $121.84
The current status of the model is: Holding a position since 2020-05-04 00:00:00
Processing portfolio for model: SMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 1824.05
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 1721.69
BOUGHT QTY: 1 on 2019-04-18 00:00:00 at the price of 1847.64
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 1790.0
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 1862.07
SOLD QTY: -1 on 2019-11-11 00:00:00 at the price of 1869.0
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 2017.0
SOLD QTY: -1 on 2020-01-31 00:00:00 at the price of 1865.93
BOUGHT QTY: 1 on 2020-05-07 00:00:00 at the price of 1392.26
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 1824.05 0 0
2019-03-11 -1 0 0 1721.69 -102.36
2019-04-18 1 1 1847.64 0 0
2019-05-16 -1 0 0 1790 -57.64
2019-06-20 1 1 1862.07 0 0
2019-11-11 -1 0 0 1869 6.93
2019-12-20 1 1 2017 0 0
2020-01-31 -1 0 0 1865.93 -151.07
2020-05-07 1 1 1392.26 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -1824.05 1836.96 12.91 12.91
2019-03-11 -102.36 0 -102.36 -102.36
2019-04-18 -1950 1844.31 -105.69 -105.69
2019-05-16 -160 0 -160 -160
2019-06-20 -2022.07 1861.31 -160.76 -160.76
2019-11-11 -153.07 0 -153.07 -153.07
2019-12-20 -2170.07 2023.26 -146.81 -146.81
2020-01-31 -304.14 0 -304.14 -304.14
2020-05-07 -1696.4 1443.91 -252.49 -252.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-104.06
The current status of the model is: Holding a position since 2020-05-07 00:00:00
Processing portfolio for model: SMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-02-05 00:00:00 at the price of 1887.53
SOLD QTY: -1 on 2019-03-14 00:00:00 at the price of 1768.83
BOUGHT QTY: 1 on 2019-04-23 00:00:00 at the price of 1849.23
SOLD QTY: -1 on 2019-05-22 00:00:00 at the price of 1757.35
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 1880.83
SOLD QTY: -1 on 2019-10-17 00:00:00 at the price of 2033.0
BOUGHT QTY: 1 on 2019-10-21 00:00:00 at the price of 2022.68
SOLD QTY: -1 on 2019-11-13 00:00:00 at the price of 1855.59
BOUGHT QTY: 1 on 2019-12-24 00:00:00 at the price of 2032.24
SOLD QTY: -1 on 2020-02-04 00:00:00 at the price of 1857.06
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-05 1 1 1887.53 0 0
2019-03-14 -1 0 0 1768.83 -118.7
2019-04-23 1 1 1849.23 0 0
2019-05-22 -1 0 0 1757.35 -91.88
2019-06-25 1 1 1880.83 0 0
2019-10-17 -1 0 0 2033 152.17
2019-10-21 1 1 2022.68 0 0
2019-11-13 -1 0 0 1855.59 -167.09
2019-12-24 1 1 2032.24 0 0
2020-02-04 -1 0 0 1857.06 -175.18
2020-05-08 1 1 1416.69 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-05 -1887.53 1902.26 14.73 14.73
2019-03-14 -118.7 0 -118.7 -118.7
2019-04-23 -1967.93 1887.73 -80.2 -80.2
2019-05-22 -210.58 0 -210.58 -210.58
2019-06-25 -2091.41 1845.47 -245.94 -245.94
2019-10-17 -58.41 0 -58.41 -58.41
2019-10-21 -2081.09 2022.24 -58.85 -58.85
2019-11-13 -225.5 0 -225.5 -225.5
2019-12-24 -2257.74 2044 -213.74 -213.74
2020-02-04 -400.68 0 -400.68 -400.68
2020-05-08 -1817.37 1430.83 -386.54 -386.54
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-225.03
The current status of the model is: Holding a position since 2020-05-08 00:00:00
Processing portfolio for model: SMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-02-08 00:00:00 at the price of 1892.37
SOLD QTY: -1 on 2019-03-20 00:00:00 at the price of 1766.78
BOUGHT QTY: 1 on 2019-04-25 00:00:00 at the price of 1870.65
SOLD QTY: -1 on 2019-05-28 00:00:00 at the price of 1707.59
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 1852.58
SOLD QTY: -1 on 2019-11-14 00:00:00 at the price of 1855.39
BOUGHT QTY: 1 on 2019-12-27 00:00:00 at the price of 2063.0
SOLD QTY: -1 on 2020-02-07 00:00:00 at the price of 1950.23
BOUGHT QTY: 1 on 2020-05-08 00:00:00 at the price of 1416.69
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-08 1 1 1892.37 0 0
2019-03-20 -1 0 0 1766.78 -125.59
2019-04-25 1 1 1870.65 0 0
2019-05-28 -1 0 0 1707.59 -163.06
2019-06-28 1 1 1852.58 0 0
2019-11-14 -1 0 0 1855.39 2.81
2019-12-27 1 1 2063 0 0
2020-02-07 -1 0 0 1950.23 -112.77
2020-05-08 1 1 1416.69 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-08 -1892.37 1871.09 -21.28 -21.28
2019-03-20 -125.59 0 -125.59 -125.59
2019-04-25 -1996.24 1866.26 -129.98 -129.98
2019-05-28 -288.65 0 -288.65 -288.65
2019-06-28 -2141.23 1874.71 -266.52 -266.52
2019-11-14 -285.84 0 -285.84 -285.84
2019-12-27 -2348.84 2072.54 -276.3 -276.3
2020-02-07 -398.61 0 -398.61 -398.61
2020-05-08 -1815.3 1430.83 -384.47 -384.47
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-222.96
The current status of the model is: Holding a position since 2020-05-08 00:00:00
In [20]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
model_name return_value return_percent 5 SMA_006_SlowMA_20_FastMA_15 330.55 None 0 SMA_001_SlowMA_10_FastMA_05 211.82 None 26 SMA_027_SlowMA_50_FastMA_05 121.84 None 1 SMA_002_SlowMA_15_FastMA_05 120.87 None 15 SMA_016_SlowMA_35_FastMA_10 8.80 None 11 SMA_012_SlowMA_30_FastMA_10 -53.20 None 3 SMA_004_SlowMA_20_FastMA_05 -71.25 None 27 SMA_028_SlowMA_50_FastMA_10 -104.06 None 8 SMA_009_SlowMA_25_FastMA_15 -108.07 None 12 SMA_013_SlowMA_30_FastMA_15 -110.38 None 14 SMA_015_SlowMA_35_FastMA_05 -113.33 None 6 SMA_007_SlowMA_25_FastMA_05 -146.76 None 19 SMA_020_SlowMA_40_FastMA_10 -156.11 None 22 SMA_023_SlowMA_45_FastMA_05 -185.33 None 17 SMA_018_SlowMA_35_FastMA_20 -194.24 None 13 SMA_014_SlowMA_30_FastMA_20 -196.75 None 16 SMA_017_SlowMA_35_FastMA_15 -202.18 None 29 SMA_030_SlowMA_50_FastMA_20 -222.96 None 28 SMA_029_SlowMA_50_FastMA_15 -225.03 None 2 SMA_003_SlowMA_15_FastMA_10 -231.24 None 10 SMA_011_SlowMA_30_FastMA_05 -233.12 None 18 SMA_019_SlowMA_40_FastMA_05 -251.59 None 25 SMA_026_SlowMA_45_FastMA_20 -266.67 None 23 SMA_024_SlowMA_45_FastMA_10 -272.40 None 20 SMA_021_SlowMA_40_FastMA_15 -340.55 None 24 SMA_025_SlowMA_45_FastMA_15 -350.04 None 4 SMA_005_SlowMA_20_FastMA_10 -351.69 None 21 SMA_022_SlowMA_40_FastMA_20 -388.72 None 9 SMA_010_SlowMA_25_FastMA_20 -470.92 None 7 SMA_008_SlowMA_25_FastMA_10 -614.19 None
In [21]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model SMA_006_SlowMA_20_FastMA_15:
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-17 1 1 1681.73 0 0
2019-01-25 -1 0 0 1811.99 130.26
2019-01-28 1 1 1787.62 0 0
2019-03-05 -1 0 0 1715 -72.62
2019-03-28 1 1 1759.99 0 0
2019-05-10 -1 0 0 1825 65.01
2019-06-18 1 1 1808.38 0 0
2019-07-29 -1 0 0 1958.78 150.4
2019-08-01 1 1 1885.47 0 0
2019-08-15 -1 0 0 1900.03 14.56
2019-08-26 1 1 1918.24 0 0
2019-10-04 -1 0 0 1970.64 52.4
2019-10-22 1 1 2029.04 0 0
2019-11-11 -1 0 0 1869 -160.04
2019-12-06 1 1 1923.27 0 0
2020-01-24 -1 0 0 1998 74.73
2020-02-24 1 1 1830.93 0 0
2020-03-02 -1 0 0 1709.75 -121.18
2020-04-13 1 1 1413.19 0 0
2020-05-07 -1 0 0 1392.26 -20.93
2020-05-13 1 1 1379.34 0 0
2020-06-26 -1 0 0 1597.3 217.96
cash_onhand position_value total_position accumu_return
date
2019-01-17 -1681.73 1724.51 42.78 42.78
2019-01-25 130.26 0 130.26 130.26
2019-01-28 -1657.36 1813.6 156.24 156.24
2019-03-05 57.64 0 57.64 57.64
2019-03-28 -1702.35 1728.89 26.54 26.54
2019-05-10 122.65 0 122.65 122.65
2019-06-18 -1685.73 1808.99 123.26 123.26
2019-07-29 273.05 0 273.05 273.05
2019-08-01 -1612.42 1879.86 267.44 267.44
2019-08-15 287.61 0 287.61 287.61
2019-08-26 -1630.63 1916.81 286.18 286.18
2019-10-04 340.01 0 340.01 340.01
2019-10-22 -1689.03 2023.05 334.02 334.02
2019-11-11 179.97 0 179.97 179.97
2019-12-06 -1743.3 1930.27 186.97 186.97
2020-01-24 254.7 0 254.7 254.7
2020-02-24 -1576.23 1792.54 216.31 216.31
2020-03-02 133.52 0 133.52 133.52
2020-04-13 -1279.67 1421.01 141.34 141.34
2020-05-07 112.59 0 112.59 112.59
2020-05-13 -1266.75 1366.07 99.32 99.32
2020-06-26 330.55 0 330.55 330.55
In [22]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model SMA_006_SlowMA_20_FastMA_15:
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-16 1693.42 1680.57 1694.992000 1694.3165 0.675500
2019-01-24 1748.98 1795.67 1705.174000 1707.9305 -2.756500
2019-01-25 1811.99 1802.20 1714.446000 1712.8780 1.568000
2019-03-04 1723.66 1707.82 1868.357333 1872.1845 -3.827167
2019-03-27 1768.98 1752.11 1747.173333 1741.2045 5.968833
2019-05-09 1729.43 1736.03 1829.588000 1831.1600 -1.572000
2019-06-17 1776.00 1781.41 1743.114667 1742.0785 1.036167
2019-07-26 1940.00 1966.85 1892.826667 1895.8960 -3.069333
2019-07-31 1906.33 1886.61 1899.475333 1897.9775 1.497833
2019-08-14 1908.56 1891.19 1889.888000 1891.4760 -1.588000
2019-08-23 1942.98 1898.67 1901.235333 1898.3610 2.874333
2019-10-03 1936.55 1961.45 2008.174000 2009.6410 -1.467000
2019-10-21 2022.68 2022.24 1982.290667 1980.1920 2.098667
2019-11-08 1941.00 1879.19 2012.114000 2012.8270 -0.713000
2019-12-05 1929.00 1904.22 1879.067333 1877.3050 1.762333
2020-01-23 1986.24 1993.20 2053.346000 2054.4325 -1.086500
2020-02-21 1965.00 1928.72 1926.364667 1922.5405 3.824167
2020-02-28 1643.64 1695.66 1867.601333 1872.4150 -4.813667
2020-04-09 1424.76 1420.64 1303.850000 1303.1120 0.738000
2020-05-06 1397.46 1378.91 1412.500000 1413.7620 -1.262000
2020-05-12 1401.09 1385.92 1415.136000 1414.1885 0.947500
2020-06-25 1585.81 1615.39 1675.424667 1678.2565 -2.831833
trade_signal signal_change entry_exit
date
2019-01-16 1.0 1.0 0.0
2019-01-24 0.0 -1.0 0.0
2019-01-25 1.0 1.0 -1.0
2019-03-04 0.0 -1.0 0.0
2019-03-27 1.0 1.0 0.0
2019-05-09 0.0 -1.0 0.0
2019-06-17 1.0 1.0 0.0
2019-07-26 0.0 -1.0 0.0
2019-07-31 1.0 1.0 0.0
2019-08-14 0.0 -1.0 0.0
2019-08-23 1.0 1.0 0.0
2019-10-03 0.0 -1.0 0.0
2019-10-21 1.0 1.0 0.0
2019-11-08 0.0 -1.0 0.0
2019-12-05 1.0 1.0 0.0
2020-01-23 0.0 -1.0 0.0
2020-02-21 1.0 1.0 0.0
2020-02-28 0.0 -1.0 0.0
2020-04-09 1.0 1.0 0.0
2020-05-06 0.0 -1.0 0.0
2020-05-12 1.0 1.0 0.0
2020-06-25 0.0 -1.0 0.0
In [23]:
graph_data = model_collection[top_model].copy()
title_string = "Simple Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 5. Evaluate Performance¶
In [24]:
best_model = ''
best_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] > best_return:
best_model = key
best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: SMA_006_SlowMA_20_FastMA_15 The best profit/loss for the investing period is: $330.55
In [25]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] < worst_return:
worst_model = key
worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: SMA_008_SlowMA_25_FastMA_10 The worst profit/loss for the investing period is: $-614.19
In [26]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $-98.91
In [27]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:00:46.212289